+397.7%
BAC vs TRMB
+113.5%
+284.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +1.5% |
| 7D | +0.6% | -2.9% | +3.5% | +2.0% |
| 30D | -1.4% | -1.8% | +0.4% | -0.9% |
| 3M | +15.7% | +8.4% | +7.3% | +10.4% |
| 6M | +32.2% | -18.5% | +50.7% | +43.4% |
| YTD | +15.8% | -26.7% | +42.5% | +31.4% |
| 1Y | +27.3% | -28.3% | +55.6% | +45.2% |
| 3Y | +137.5% | +12.6% | +124.9% | +113.1% |
| 5Y | +73.1% | -38.7% | +111.8% | +101.3% |
| 10Y | +397.7% | +120.8% | +277.0% | +179.4% |
| All | +397.7% | +113.5% | +284.2% | +179.4% |
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