+95.4%
TRMB vs BWA
+94.2%
+1.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +2.8% | +4.3% | -1.4% | +1.0% |
| 30D | -5.9% | -13.0% | +7.2% | -0.3% |
| 3M | -3.3% | -24.8% | +21.5% | +8.2% |
| 6M | +1.3% | -23.5% | +24.9% | +10.9% |
| YTD | -29.0% | +13.8% | -42.8% | -37.8% |
| 1Y | -27.8% | +13.4% | -41.2% | -36.8% |
| 3Y | +36.3% | +62.8% | -26.5% | -2.7% |
| 5Y | -35.8% | +28.5% | -64.3% | -50.4% |
| All | +95.4% | +94.2% | +1.1% | +15.3% |
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