-14.4%
BN vs TRMB
-29.0%
+14.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -5.9% | -5.4% | -0.4% | -3.3% |
| 30D | -15.1% | -2.0% | -13.1% | -14.4% |
| 3M | -14.6% | +12.3% | -26.9% | -20.2% |
| 6M | -8.4% | -17.6% | +9.2% | +2.0% |
| YTD | -16.8% | -27.5% | +10.6% | +0.1% |
| 1Y | -14.4% | -29.1% | +14.7% | +4.1% |
| All | -14.4% | -29.0% | +14.6% | +4.1% |
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