+113.6%
TRMB vs BBWI
-57.7%
+171.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -5.4% | -8.0% | +2.6% | -3.5% |
| 30D | -2.0% | -6.6% | +4.7% | -0.6% |
| 3M | +12.3% | -2.7% | +15.0% | +12.2% |
| 6M | -17.6% | -12.8% | -4.8% | -16.5% |
| YTD | -27.5% | -10.5% | -17.0% | -27.3% |
| 1Y | -29.1% | -35.3% | +6.3% | -24.1% |
| 3Y | +11.5% | -47.7% | +59.2% | +20.6% |
| 5Y | -39.5% | -68.9% | +29.4% | -28.4% |
| All | +113.6% | -57.7% | +171.3% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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