-35.9%
TRMB vs BB
-16.9%
-19.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -16.6% | +11.6% | -28.2% | -18.8% |
| 30D | -8.9% | +2.6% | -11.5% | -10.2% |
| 3M | -6.3% | +3.5% | -9.8% | -8.4% |
| 6M | -10.0% | +43.5% | -53.4% | -21.0% |
| YTD | -30.1% | +141.2% | -171.3% | -47.0% |
| 1Y | -31.3% | +97.4% | -128.7% | -45.4% |
| 3Y | +30.8% | +151.1% | -120.3% | -9.5% |
| 5Y | -35.9% | -12.8% | -23.1% | -35.0% |
| All | -35.9% | -16.9% | -19.0% | -35.0% |
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