+6,226.9%
WMT vs TRMB
+3,340.8%
+2,886.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.9% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -5.0% | -1.2% | -3.7% | -4.9% |
| 3M | -11.3% | +9.6% | -20.9% | -12.0% |
| 6M | -13.8% | -16.1% | +2.3% | -12.8% |
| YTD | -4.2% | -25.0% | +20.8% | -2.3% |
| 1Y | +4.6% | -27.7% | +32.2% | +6.9% |
| 3Y | +100.5% | +15.3% | +85.2% | +96.1% |
| 5Y | +129.7% | -37.4% | +167.1% | +133.9% |
| 10Y | +423.4% | +117.5% | +306.0% | +376.4% |
| All | +6,226.9% | +3,340.8% | +2,886.1% | +3,788.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling