+1,758.2%
TRMB vs BG
+1,185.2%
+573.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.5% | -2.6% |
| 7D | -0.3% | +2.4% | -2.6% | -1.1% |
| 30D | -1.2% | +15.0% | -16.3% | -6.0% |
| 3M | +9.6% | -0.7% | +10.3% | +8.8% |
| 6M | -16.1% | +7.5% | -23.6% | -19.2% |
| YTD | -25.0% | +41.6% | -66.6% | -34.6% |
| 1Y | -27.7% | +50.7% | -78.4% | -38.6% |
| 3Y | +15.3% | +20.3% | -5.0% | +3.5% |
| 5Y | -37.4% | +85.2% | -122.6% | -53.0% |
| 10Y | +117.5% | +160.6% | -43.2% | +36.3% |
| All | +1,758.2% | +1,185.2% | +573.0% | +769.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling