-39.5%
TRMB vs BG
+88.4%
-127.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -5.4% | +3.7% | -9.1% | -6.1% |
| 30D | -2.0% | +12.3% | -14.3% | -4.4% |
| 3M | +12.3% | -2.2% | +14.5% | +12.6% |
| 6M | -17.6% | +5.3% | -22.9% | -19.1% |
| YTD | -27.5% | +42.4% | -69.9% | -34.2% |
| 1Y | -29.1% | +55.2% | -84.3% | -37.4% |
| 3Y | +11.5% | +21.0% | -9.5% | +3.8% |
| 5Y | -39.5% | +87.1% | -126.6% | -52.3% |
| All | -39.5% | +88.4% | -127.8% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling