+335.2%
TRMB vs BR
+1,286.0%
-950.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | +0.4% |
| 7D | -0.3% | -5.9% | +5.7% | +3.5% |
| 30D | -1.2% | +1.9% | -3.1% | -2.5% |
| 3M | +9.6% | +14.7% | -5.0% | +0.6% |
| 6M | -16.1% | -12.8% | -3.4% | -9.5% |
| YTD | -25.0% | -23.0% | -1.9% | -13.0% |
| 1Y | -27.7% | -31.7% | +4.0% | -9.9% |
| 3Y | +15.3% | -4.8% | +20.1% | +15.8% |
| 5Y | -37.4% | +7.8% | -45.2% | -42.0% |
| 10Y | +117.5% | +184.1% | -66.6% | +8.5% |
| All | +335.2% | +1,286.0% | -950.7% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling