+14.3%
TRMB vs TXT
+4.5%
+9.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -2.5% | -4.8% | +2.3% | -0.2% |
| 30D | +1.5% | -10.6% | +12.1% | +7.1% |
| 3M | +6.8% | -13.2% | +19.9% | +13.4% |
| 6M | -14.9% | -20.3% | +5.4% | -5.7% |
| YTD | -24.1% | -9.3% | -14.8% | -22.7% |
| 1Y | -25.4% | -2.7% | -22.7% | -27.4% |
| All | +14.3% | +4.5% | +9.8% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling