+11.9%
TRMB vs BG
+20.1%
-8.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | -5.4% | +3.7% | -9.1% | -5.8% |
| 30D | -2.0% | +12.3% | -14.3% | -3.4% |
| 3M | +12.3% | -2.2% | +14.5% | +12.8% |
| 6M | -17.6% | +5.3% | -22.9% | -18.4% |
| YTD | -27.5% | +42.4% | -69.9% | -32.6% |
| 1Y | -29.1% | +55.2% | -84.3% | -35.6% |
| All | +11.9% | +20.1% | -8.2% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling