-39.5%
TRMB vs BR
+7.7%
-47.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -5.4% | -6.0% | +0.5% | -1.4% |
| 30D | -2.0% | -0.9% | -1.1% | -1.4% |
| 3M | +12.3% | +16.4% | -4.0% | +0.9% |
| 6M | -17.6% | -8.2% | -9.4% | -13.2% |
| YTD | -27.5% | -23.2% | -4.2% | -13.5% |
| 1Y | -29.1% | -30.9% | +1.8% | -8.6% |
| 3Y | +11.5% | -5.0% | +16.5% | +9.5% |
| 5Y | -39.5% | +8.8% | -48.2% | -51.0% |
| All | -39.5% | +7.7% | -47.1% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling