+3,339.2%
TRMB vs BBWI
+752.3%
+2,586.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.9% | -1.9% |
| 7D | -2.5% | +1.5% | -4.0% | -3.0% |
| 30D | +1.5% | -5.2% | +6.7% | +2.7% |
| 3M | +6.8% | +11.1% | -4.3% | +2.5% |
| 6M | -14.9% | -13.4% | -1.6% | -13.6% |
| YTD | -24.1% | +0.1% | -24.2% | -26.5% |
| 1Y | -25.4% | -36.1% | +10.7% | -19.1% |
| 3Y | +8.0% | -44.1% | +52.1% | +15.8% |
| 5Y | -37.3% | -66.2% | +28.9% | -25.4% |
| 10Y | +116.8% | -54.8% | +171.6% | +93.3% |
| All | +3,339.2% | +752.3% | +2,586.9% | +858.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling