+32.6%
TRMB vs TXT
+11.8%
+20.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.2% | 0.0% |
| 7D | -17.0% | -3.5% | -13.4% | -15.5% |
| 30D | -9.0% | +15.2% | -24.2% | -15.0% |
| 3M | -8.1% | -4.5% | -3.6% | -6.3% |
| 6M | -10.1% | -6.1% | -4.0% | -8.3% |
| YTD | -30.2% | -2.0% | -28.3% | -31.7% |
| 1Y | -30.7% | +4.2% | -34.9% | -34.8% |
| 3Y | +32.6% | +14.4% | +18.2% | +16.2% |
| All | +32.6% | +11.8% | +20.8% | +16.2% |
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