+13.5%
TRMB vs WTW
+61.9%
-48.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | -3.0% | -5.7% | +2.7% | -1.4% |
| 30D | +2.3% | -7.3% | +9.6% | +4.5% |
| 3M | +15.3% | +21.5% | -6.1% | +9.4% |
| 6M | -14.7% | +9.6% | -24.3% | -17.4% |
| YTD | -26.4% | -3.3% | -23.1% | -26.7% |
| 1Y | -30.4% | -6.1% | -24.3% | -30.1% |
| 3Y | +13.5% | +61.8% | -48.3% | +3.7% |
| All | +13.5% | +61.9% | -48.4% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling