+99.2%
WMT vs TRMB
+10.8%
+88.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -2.5% | -5.4% | +2.9% | -1.9% |
| 30D | -6.4% | -2.0% | -4.5% | -6.3% |
| 3M | -12.1% | +12.3% | -24.4% | -13.4% |
| 6M | -15.0% | -17.6% | +2.7% | -13.2% |
| YTD | -4.5% | -27.5% | +23.0% | -0.9% |
| 1Y | +6.2% | -29.1% | +35.3% | +10.4% |
| All | +99.2% | +10.8% | +88.3% | +95.8% |
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