+3,977.4%
TRMB vs BB
+314.8%
+3,662.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | +2.8% | +1.8% | +1.0% | +2.4% |
| 30D | -5.9% | +8.1% | -14.0% | -8.1% |
| 3M | -3.3% | -1.0% | -2.3% | -4.4% |
| 6M | +1.3% | +45.9% | -44.6% | -9.4% |
| YTD | -29.0% | +134.8% | -163.8% | -42.8% |
| 1Y | -27.8% | +104.6% | -132.4% | -40.4% |
| 3Y | +36.3% | +152.8% | -116.5% | +2.1% |
| 5Y | -35.8% | -17.4% | -18.4% | -41.8% |
| 10Y | +103.1% | +22.4% | +80.6% | +39.0% |
| All | +3,977.4% | +314.8% | +3,662.7% | +1,858.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling