-8.1%
BROS vs TRMB
-39.1%
+31.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.6% | -3.0% |
| 7D | -2.5% | +4.1% | -6.6% | -4.9% |
| 30D | -11.2% | -7.0% | -4.3% | -8.9% |
| 3M | -33.9% | -0.9% | -33.0% | -35.2% |
| 6M | -33.5% | -1.2% | -32.3% | -35.5% |
| YTD | -44.9% | -28.7% | -16.2% | -33.6% |
| 1Y | -41.5% | -32.1% | -9.4% | -27.2% |
| 3Y | +22.4% | +33.4% | -11.0% | -11.4% |
| 5Y | -45.7% | -35.6% | -10.1% | -30.6% |
| All | -8.1% | -39.1% | +31.1% | +22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling