-37.2%
TRMB vs WTW
+42.0%
-79.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.1% |
| 3M | +15.3% | +21.5% | -6.1% | +4.6% |
| 6M | -14.7% | +9.6% | -24.3% | -19.3% |
| YTD | -26.4% | -3.3% | -23.1% | -26.4% |
| 1Y | -30.4% | -6.1% | -24.3% | -29.4% |
| 3Y | +13.5% | +61.8% | -48.3% | -21.9% |
| All | -37.2% | +42.0% | -79.2% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling