+112.4%
WFC vs TRMB
+102.3%
+10.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.5% |
| 7D | +2.5% | +2.8% | -0.3% | +1.3% |
| 30D | +7.0% | -5.9% | +12.9% | +8.3% |
| 3M | -1.8% | -3.3% | +1.5% | -2.2% |
| 6M | +18.4% | +1.3% | +17.0% | +14.5% |
| YTD | -5.6% | -29.0% | +23.4% | +6.8% |
| 1Y | +3.9% | -27.8% | +31.6% | +16.4% |
| 3Y | +126.3% | +36.3% | +90.0% | +87.7% |
| 5Y | +91.1% | -35.8% | +126.9% | +114.2% |
| All | +112.4% | +102.3% | +10.1% | +40.6% |
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