+116.7%
TRMB vs BG
+166.7%
-50.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +2.0% |
| 7D | -3.0% | +3.1% | -6.2% | -4.1% |
| 30D | +2.3% | +10.2% | -7.9% | -1.1% |
| 3M | +15.3% | -1.7% | +17.0% | +15.0% |
| 6M | -14.7% | +1.0% | -15.7% | -16.0% |
| YTD | -26.4% | +39.9% | -66.3% | -35.7% |
| 1Y | -30.4% | +53.2% | -83.6% | -41.5% |
| 3Y | +13.5% | +16.3% | -2.7% | +3.4% |
| 5Y | -38.6% | +83.9% | -122.4% | -55.1% |
| All | +116.7% | +166.7% | -50.0% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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