-39.5%
TRMB vs TW
+19.6%
-59.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -5.4% | -2.7% | -2.7% | -4.5% |
| 30D | -2.0% | -1.7% | -0.2% | -1.4% |
| 3M | +12.3% | +1.6% | +10.7% | +11.0% |
| 6M | -17.6% | -17.7% | +0.1% | -11.8% |
| YTD | -27.5% | -4.3% | -23.1% | -27.2% |
| 1Y | -29.1% | -13.1% | -16.0% | -26.1% |
| 3Y | +11.5% | +20.3% | -8.8% | -5.7% |
| 5Y | -39.5% | +22.0% | -61.4% | -50.2% |
| All | -39.5% | +19.6% | -59.1% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling