-8.3%
BN vs TRMB
-29.0%
+20.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -3.9% | -1.6% |
| 7D | -2.4% | +4.1% | -6.5% | -3.5% |
| 30D | +13.5% | -5.1% | +18.6% | +12.3% |
| 3M | -5.9% | -2.6% | -3.4% | -8.2% |
| 6M | -8.9% | -2.7% | -6.2% | -10.8% |
| YTD | -7.9% | -27.9% | +20.0% | +6.3% |
| 1Y | -8.3% | -29.0% | +20.7% | +6.5% |
| All | -8.3% | -29.0% | +20.7% | +6.5% |
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 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