+19,323.0%
BN vs TRMB
+3,381.2%
+15,941.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.1% |
| 7D | -2.5% | -2.5% | +0.1% | -2.1% |
| 30D | -9.5% | +1.5% | -11.0% | -9.8% |
| 3M | -10.4% | +6.8% | -17.2% | -11.5% |
| 6M | -6.4% | -14.9% | +8.6% | -4.2% |
| YTD | -11.9% | -24.1% | +12.2% | -8.2% |
| 1Y | -8.6% | -25.4% | +16.8% | -4.5% |
| 3Y | +77.6% | +8.0% | +69.5% | +75.3% |
| 5Y | +37.0% | -37.3% | +74.3% | +45.8% |
| 10Y | +266.4% | +116.8% | +149.6% | +231.7% |
| All | +19,323.0% | +3,381.2% | +15,941.9% | +14,367.9% |
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