-19.4%
TRMB vs BIYA
-99.8%
+80.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.0% |
| 7D | -5.4% | -1.3% | -4.1% | -5.4% |
| 30D | -2.0% | -15.9% | +14.0% | -1.9% |
| 3M | +12.3% | -81.2% | +93.6% | +11.9% |
| 6M | -17.6% | -88.2% | +70.6% | -17.6% |
| YTD | -27.5% | -94.1% | +66.7% | -27.4% |
| 1Y | -29.1% | -98.7% | +69.6% | -26.7% |
| All | -19.4% | -99.8% | +80.3% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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