-38.7%
TRMB vs TXT
+13.4%
-52.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.8% | -2.6% |
| 7D | -2.9% | +0.8% | -3.7% | -3.4% |
| 30D | -1.8% | -10.4% | +8.7% | +4.7% |
| 3M | +8.4% | -14.3% | +22.7% | +17.8% |
| 6M | -18.5% | -15.1% | -3.4% | -11.6% |
| YTD | -26.7% | -8.3% | -18.4% | -25.2% |
| 1Y | -28.3% | -0.7% | -27.6% | -30.7% |
| 3Y | +12.6% | +6.0% | +6.6% | +0.7% |
| 5Y | -38.7% | +12.5% | -51.2% | -49.5% |
| All | -38.7% | +13.4% | -52.1% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling