-8.7%
TRMB vs BAM
+80.8%
-89.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.1% |
| 7D | +4.1% | -2.0% | +6.1% | +5.1% |
| 30D | -7.0% | +13.7% | -20.6% | -13.9% |
| 3M | -0.9% | -4.8% | +3.8% | +0.5% |
| 6M | -1.2% | +7.6% | -8.8% | -6.6% |
| YTD | -28.7% | +1.2% | -29.9% | -30.7% |
| 1Y | -32.1% | -2.3% | -29.8% | -32.7% |
| 3Y | +33.4% | +84.1% | -50.7% | -2.2% |
| All | -8.7% | +80.8% | -89.5% | -33.6% |
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