+3,166.3%
TRMB vs BBWI
+848.8%
+2,317.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.8% | +3.1% |
| 7D | +4.1% | -7.7% | +11.8% | +6.5% |
| 30D | -5.1% | +24.8% | -29.8% | -11.6% |
| 3M | -2.6% | +16.2% | -18.8% | -8.0% |
| 6M | -2.7% | +15.8% | -18.5% | -9.1% |
| YTD | -27.9% | +11.4% | -39.3% | -33.0% |
| 1Y | -29.0% | +3.2% | -32.2% | -33.6% |
| 3Y | +35.0% | -23.5% | +58.5% | +30.7% |
| 5Y | -33.9% | -67.4% | +33.5% | -21.0% |
| 10Y | +106.1% | -46.0% | +152.1% | +72.5% |
| All | +3,166.3% | +848.8% | +2,317.5% | +774.1% |
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