-37.4%
TRMB vs BB
-27.1%
-10.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.6% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | -1.2% | -12.4% | +11.1% | +1.4% |
| 3M | +9.6% | -15.3% | +24.9% | +11.2% |
| 6M | -16.1% | +128.8% | -144.9% | -34.9% |
| YTD | -25.0% | +107.7% | -132.6% | -40.3% |
| 1Y | -27.7% | +103.9% | -131.6% | -42.7% |
| 3Y | +15.3% | +72.6% | -57.3% | -10.8% |
| 5Y | -37.4% | -24.3% | -13.1% | -41.1% |
| All | -37.4% | -27.1% | -10.3% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling