+113.6%
TRMB vs BWA
+153.1%
-39.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.3% |
| 7D | -5.4% | -0.1% | -5.4% | -5.4% |
| 30D | -2.0% | -5.5% | +3.5% | 0.0% |
| 3M | +12.3% | -7.6% | +19.9% | +14.8% |
| 6M | -17.6% | +25.0% | -42.6% | -27.4% |
| YTD | -27.5% | +47.0% | -74.4% | -42.6% |
| 1Y | -29.1% | +54.0% | -83.1% | -45.3% |
| 3Y | +11.5% | +70.7% | -59.2% | -20.9% |
| 5Y | -39.5% | +86.7% | -126.1% | -60.2% |
| All | +113.6% | +153.1% | -39.5% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling