+116.7%
TRMB vs WTW
+198.0%
-81.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | -3.0% | -5.7% | +2.7% | -0.2% |
| 30D | +2.3% | -7.3% | +9.6% | +6.2% |
| 3M | +15.3% | +21.5% | -6.1% | +4.3% |
| 6M | -14.7% | +9.6% | -24.3% | -19.4% |
| YTD | -26.4% | -3.3% | -23.1% | -26.6% |
| 1Y | -30.4% | -6.1% | -24.3% | -29.7% |
| 3Y | +13.5% | +61.8% | -48.3% | -16.9% |
| 5Y | -38.6% | +42.7% | -81.3% | -52.0% |
| All | +116.7% | +198.0% | -81.4% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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