-36.3%
TRMB vs BWA
+27.4%
-63.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +2.8% | +4.3% | -1.4% | +1.3% |
| 30D | -5.9% | -13.0% | +7.2% | -1.2% |
| 3M | -3.3% | -24.8% | +21.5% | +6.2% |
| 6M | +1.3% | -23.5% | +24.9% | +9.3% |
| YTD | -29.0% | +13.8% | -42.8% | -38.2% |
| 1Y | -27.8% | +13.4% | -41.2% | -37.1% |
| 3Y | +36.3% | +62.8% | -26.5% | -4.3% |
| All | -36.3% | +27.4% | -63.7% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling