-31.0%
TRMB vs BR
-14.2%
-16.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.0% | -20.3% | -18.6% |
| 7D | -15.7% | +7.0% | -22.7% | -18.5% |
| 30D | -7.8% | +19.0% | -26.7% | -15.2% |
| 3M | -9.3% | +13.1% | -22.4% | -14.7% |
| 6M | -20.8% | +24.6% | -45.5% | -29.2% |
| YTD | -30.8% | -13.6% | -17.2% | -28.9% |
| 1Y | -31.0% | -13.1% | -17.9% | -27.9% |
| All | -31.0% | -14.2% | -16.7% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling