+1,741.6%
BAC vs TRMB
+3,381.2%
-1,639.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.2% |
| 7D | +1.1% | -2.5% | +3.6% | +1.7% |
| 30D | -0.4% | +1.5% | -1.9% | -0.9% |
| 3M | +16.9% | +6.8% | +10.1% | +14.7% |
| 6M | +26.6% | -14.9% | +41.6% | +30.6% |
| YTD | +15.8% | -24.1% | +39.9% | +22.4% |
| 1Y | +27.2% | -25.4% | +52.6% | +34.7% |
| 3Y | +132.4% | +8.0% | +124.4% | +124.8% |
| 5Y | +72.6% | -37.3% | +109.9% | +86.2% |
| 10Y | +389.7% | +116.8% | +272.9% | +300.6% |
| All | +1,741.6% | +3,381.2% | -1,639.6% | +802.9% |
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