-7.8%
BRO vs TRMB
+12.4%
-20.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.5% |
| 7D | -7.3% | -3.0% | -4.3% | -6.7% |
| 30D | -6.9% | +2.3% | -9.2% | -7.3% |
| 3M | +10.7% | +15.3% | -4.7% | +7.9% |
| 6M | -2.7% | -14.7% | +12.0% | -0.6% |
| YTD | -16.3% | -26.4% | +10.1% | -12.6% |
| 1Y | -29.1% | -30.4% | +1.3% | -25.4% |
| 3Y | -7.8% | +13.5% | -21.4% | -9.4% |
| All | -7.8% | +12.4% | -20.3% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling