+178.4%
WMT vs TRMB
-36.0%
+214.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +2.0% | +2.8% | -0.8% | +1.7% |
| 30D | +10.3% | -5.9% | +16.1% | +10.5% |
| 3M | +11.0% | -3.3% | +14.3% | +10.7% |
| 6M | -2.3% | +1.3% | -3.7% | -3.3% |
| YTD | +15.7% | -29.0% | +44.7% | +20.0% |
| 1Y | +26.0% | -27.8% | +53.7% | +30.2% |
| 3Y | +136.5% | +36.3% | +100.2% | +121.4% |
| All | +178.4% | -36.0% | +214.5% | +168.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling