+113.6%
TRMB vs BB
-0.1%
+113.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.5% |
| 7D | -5.4% | -2.1% | -3.3% | -5.1% |
| 30D | -2.0% | -16.0% | +14.1% | +1.1% |
| 3M | +12.3% | -14.5% | +26.8% | +13.7% |
| 6M | -17.6% | +118.6% | -136.2% | -31.7% |
| YTD | -27.5% | +98.9% | -126.4% | -38.7% |
| 1Y | -29.1% | +99.5% | -128.6% | -40.5% |
| 3Y | +11.5% | +65.4% | -53.9% | -8.2% |
| 5Y | -39.5% | -27.6% | -11.8% | -44.0% |
| All | +113.6% | -0.1% | +113.7% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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