+27.4%
WMT vs TRMB
-31.2%
+58.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -17.3% | +20.8% | +3.0% |
| 7D | +8.8% | -15.7% | +24.5% | +8.2% |
| 30D | +22.9% | -7.8% | +30.7% | +22.2% |
| 3M | +16.1% | -9.3% | +25.4% | +15.3% |
| 6M | -0.5% | -20.8% | +20.4% | -1.2% |
| YTD | +16.7% | -30.8% | +47.4% | +15.5% |
| 1Y | +27.4% | -31.0% | +58.3% | +26.5% |
| All | +27.4% | -31.2% | +58.6% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling