-2.7%
TRMB vs BAM
+78.0%
-80.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.4% |
| 7D | -2.5% | -2.0% | -0.6% | -1.5% |
| 30D | +1.5% | -2.9% | +4.4% | +2.9% |
| 3M | +6.8% | +9.4% | -2.6% | +1.2% |
| 6M | -14.9% | +10.8% | -25.7% | -20.1% |
| YTD | -24.1% | -0.4% | -23.7% | -24.8% |
| 1Y | -25.4% | -10.9% | -14.5% | -21.7% |
| 3Y | +8.0% | +61.3% | -53.2% | -15.1% |
| All | -2.7% | +78.0% | -80.7% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling