-29.1%
TRMB vs BWA
+54.1%
-83.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.0% |
| 7D | -5.4% | -0.1% | -5.4% | -5.4% |
| 30D | -2.0% | -5.5% | +3.5% | -2.1% |
| 3M | +12.3% | -7.6% | +19.9% | +12.8% |
| 6M | -17.6% | +25.0% | -42.6% | -18.7% |
| YTD | -27.5% | +47.0% | -74.4% | -35.0% |
| 1Y | -29.1% | +54.0% | -83.1% | -38.0% |
| All | -29.1% | +54.1% | -83.2% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling