-42.6%
BROS vs TRMB
-36.0%
-6.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.3% | +6.8% | +6.7% |
| 7D | +6.3% | +2.8% | +3.5% | +4.4% |
| 30D | -8.3% | -5.9% | -2.5% | -6.7% |
| 3M | -29.8% | -3.3% | -26.5% | -30.0% |
| 6M | -25.8% | +1.3% | -27.2% | -29.5% |
| YTD | -41.4% | -29.0% | -12.4% | -29.1% |
| 1Y | -35.2% | -27.8% | -7.4% | -22.6% |
| 3Y | +32.8% | +36.3% | -3.5% | -6.4% |
| All | -42.6% | -36.0% | -6.6% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling