+142.4%
WFC vs TRMB
+113.5%
+28.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.3% | +3.0% |
| 7D | +0.4% | -2.9% | +3.3% | +1.7% |
| 30D | +2.5% | -1.8% | +4.2% | +3.0% |
| 3M | +10.0% | +8.4% | +1.6% | +5.1% |
| 6M | +15.1% | -18.5% | +33.6% | +24.7% |
| YTD | -2.2% | -26.7% | +24.5% | +10.8% |
| 1Y | +13.5% | -28.3% | +41.8% | +29.4% |
| 3Y | +135.2% | +12.6% | +122.6% | +114.4% |
| 5Y | +128.3% | -38.7% | +167.0% | +165.3% |
| 10Y | +142.4% | +120.8% | +21.6% | +53.9% |
| All | +142.4% | +113.5% | +28.8% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling