-11.5%
TRMB vs BAM
+86.2%
-97.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.4% |
| 7D | -16.7% | +9.7% | -26.4% | -21.3% |
| 30D | -9.9% | +19.0% | -28.9% | -18.5% |
| 3M | -7.6% | +0.6% | -8.1% | -8.8% |
| 6M | -14.7% | +11.1% | -25.8% | -20.5% |
| YTD | -30.9% | +4.2% | -35.1% | -33.7% |
| 1Y | -31.3% | +3.3% | -34.7% | -33.8% |
| 3Y | +29.4% | +88.8% | -59.3% | -6.3% |
| All | -11.5% | +86.2% | -97.7% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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