-31.4%
TRMB vs BUD
+37.1%
-68.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +1.0% |
| 7D | -17.0% | +1.3% | -18.3% | -16.8% |
| 30D | -9.0% | +10.0% | -19.0% | -9.9% |
| 3M | -8.1% | +1.6% | -9.7% | -8.5% |
| 6M | -10.1% | +6.5% | -16.6% | -10.9% |
| YTD | -30.2% | +34.8% | -65.1% | -34.7% |
| All | -31.4% | +37.1% | -68.5% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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