+51.5%
WAT vs TRMB
+13.5%
+38.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -1.3% | -2.5% | +1.2% | -0.3% |
| 30D | +2.3% | +1.5% | +0.8% | +1.7% |
| 3M | +8.7% | +6.8% | +2.0% | +5.8% |
| 6M | +28.3% | -14.9% | +43.3% | +35.8% |
| YTD | +7.8% | -24.1% | +31.9% | +19.0% |
| 1Y | +36.6% | -25.4% | +62.0% | +51.3% |
| All | +51.5% | +13.5% | +38.0% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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