+56.7%
BDX vs TRMB
+121.9%
-65.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | -3.2% | -3.0% | -0.1% | -2.6% |
| 30D | -2.5% | +2.3% | -4.9% | -3.0% |
| 3M | +21.4% | +15.3% | +6.1% | +18.1% |
| 6M | +10.4% | -14.7% | +25.1% | +13.3% |
| YTD | +18.8% | -26.4% | +45.2% | +25.1% |
| 1Y | +21.7% | -30.4% | +52.1% | +29.2% |
| 3Y | -10.0% | +13.5% | -23.5% | -13.7% |
| 5Y | -1.8% | -38.6% | +36.8% | +2.7% |
| All | +56.7% | +121.9% | -65.2% | +32.5% |
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