+101.7%
TRMB vs TXT
+103.6%
-1.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.7% |
| 7D | -16.6% | -1.1% | -15.5% | -16.0% |
| 30D | -8.9% | +17.1% | -26.0% | -16.2% |
| 3M | -6.3% | -2.6% | -3.7% | -5.6% |
| 6M | -10.0% | -4.6% | -5.4% | -9.0% |
| YTD | -30.1% | -0.3% | -29.8% | -31.7% |
| 1Y | -31.3% | +5.9% | -37.2% | -35.1% |
| 3Y | +30.8% | +14.4% | +16.4% | +17.3% |
| 5Y | -35.9% | +15.9% | -51.8% | -43.5% |
| 10Y | +101.7% | +99.6% | +2.1% | +36.7% |
| All | +101.7% | +103.6% | -1.9% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling