+87.4%
BAC vs TRMB
+27.3%
+60.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -1.2% | -16.7% | +15.5% | +4.0% |
| 30D | -7.7% | -9.9% | +2.2% | -5.8% |
| 3M | -21.2% | -7.6% | -13.6% | -20.8% |
| 6M | -6.8% | -14.7% | +7.8% | -3.3% |
| YTD | -8.7% | -30.9% | +22.2% | +3.9% |
| 1Y | -5.3% | -31.3% | +26.1% | +7.8% |
| 3Y | +87.4% | +29.4% | +58.0% | +42.7% |
| All | +87.4% | +27.3% | +60.1% | +42.7% |
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