-37.2%
TRMB vs BRKR
-39.7%
+2.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | -3.0% | -8.7% | +5.6% | -0.7% |
| 30D | +2.3% | -9.9% | +12.2% | +5.1% |
| 3M | +15.3% | -3.1% | +18.4% | +13.3% |
| 6M | -14.7% | +45.5% | -60.2% | -28.0% |
| YTD | -26.4% | +13.7% | -40.1% | -32.9% |
| 1Y | -30.4% | +67.4% | -97.8% | -45.5% |
| 3Y | +13.5% | -13.2% | +26.7% | +5.4% |
| All | -37.2% | -39.7% | +2.5% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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