+1,756.6%
TRMB vs WTW
+1,094.8%
+661.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.2% | -0.7% |
| 7D | -2.9% | -7.1% | +4.2% | +0.4% |
| 30D | -1.8% | -8.5% | +6.8% | +2.3% |
| 3M | +8.4% | +20.6% | -12.2% | -0.7% |
| 6M | -18.5% | +7.2% | -25.7% | -21.8% |
| YTD | -26.7% | -3.9% | -22.9% | -26.7% |
| 1Y | -28.3% | -3.6% | -24.7% | -28.5% |
| 3Y | +12.6% | +60.7% | -48.1% | -13.0% |
| 5Y | -38.7% | +42.2% | -80.9% | -49.8% |
| 10Y | +120.8% | +195.5% | -74.7% | +27.9% |
| All | +1,756.6% | +1,094.8% | +661.8% | +745.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling