-37.4%
TRMB vs BWA
+88.6%
-126.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.5% |
| 7D | -0.3% | +4.3% | -4.6% | -1.8% |
| 30D | -1.2% | -2.9% | +1.7% | -0.5% |
| 3M | +9.6% | -12.4% | +22.0% | +14.1% |
| 6M | -16.1% | +28.6% | -44.7% | -26.0% |
| YTD | -25.0% | +48.2% | -73.2% | -40.0% |
| 1Y | -27.7% | +50.9% | -78.6% | -42.8% |
| 3Y | +15.3% | +72.2% | -56.9% | -17.6% |
| 5Y | -37.4% | +91.1% | -128.5% | -60.9% |
| All | -37.4% | +88.6% | -126.0% | -60.9% |
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