+28,848.3%
BRO vs TRMB
+3,227.2%
+25,621.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -8.6% | -5.4% | -3.2% | -8.0% |
| 30D | -6.9% | -2.0% | -5.0% | -6.7% |
| 3M | +10.5% | +12.3% | -1.9% | +9.1% |
| 6M | -2.8% | -17.6% | +14.8% | -0.9% |
| YTD | -16.1% | -27.5% | +11.3% | -13.4% |
| 1Y | -27.6% | -29.1% | +1.5% | -25.2% |
| 3Y | -7.3% | +11.5% | -18.8% | -9.3% |
| 5Y | +19.0% | -39.5% | +58.4% | +23.1% |
| 10Y | +292.7% | +118.6% | +174.1% | +257.3% |
| All | +28,848.3% | +3,227.2% | +25,621.1% | +23,097.6% |
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