+22.6%
BROS vs TRMB
-37.4%
+60.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -0.4% |
| 7D | -6.6% | -2.9% | -3.7% | -4.8% |
| 30D | -12.3% | -1.8% | -10.6% | -11.5% |
| 3M | -22.2% | +8.4% | -30.6% | -27.4% |
| 6M | -14.3% | -18.5% | +4.2% | -3.0% |
| YTD | -26.6% | -26.7% | +0.2% | -11.0% |
| 1Y | -31.5% | -28.3% | -3.2% | -16.0% |
| 3Y | +62.3% | +12.6% | +49.7% | +36.1% |
| All | +22.6% | -37.4% | +60.0% | +63.9% |
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 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