-13.6%
BKNG vs TRMB
-31.2%
+17.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -17.3% | +27.1% | +13.8% |
| 7D | +15.6% | -15.7% | +31.3% | +18.7% |
| 30D | +8.0% | -7.8% | +15.7% | +6.3% |
| 3M | -11.8% | -9.3% | -2.5% | -12.7% |
| 6M | +3.8% | -20.8% | +24.6% | +8.4% |
| YTD | -19.6% | -30.8% | +11.1% | -12.1% |
| 1Y | -13.6% | -31.0% | +17.4% | -6.0% |
| All | -13.6% | -31.2% | +17.6% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling