+474.3%
TRMB vs BUD
+215.1%
+259.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.4% | +4.2% |
| 7D | +4.1% | +0.5% | +3.6% | +3.8% |
| 30D | -5.1% | +7.4% | -12.5% | -8.6% |
| 3M | -2.6% | +4.3% | -6.9% | -5.0% |
| 6M | -2.7% | +5.3% | -8.0% | -5.9% |
| YTD | -27.9% | +33.2% | -61.2% | -38.2% |
| 1Y | -29.0% | +31.8% | -60.8% | -38.9% |
| 3Y | +35.0% | +47.8% | -12.8% | +6.9% |
| 5Y | -33.9% | +50.2% | -84.1% | -48.8% |
| 10Y | +106.1% | -4.8% | +110.9% | +82.1% |
| All | +474.3% | +215.1% | +259.2% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling