+2,644.8%
TRMB vs BWA
+3,492.4%
-847.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.2% |
| 7D | -2.5% | +5.7% | -8.2% | -4.8% |
| 30D | +1.5% | +1.4% | +0.1% | +0.5% |
| 3M | +6.8% | -12.1% | +18.9% | +11.3% |
| 6M | -14.9% | +28.6% | -43.5% | -25.8% |
| YTD | -24.1% | +51.1% | -75.2% | -39.9% |
| 1Y | -25.4% | +55.9% | -81.3% | -41.9% |
| 3Y | +8.0% | +70.1% | -62.1% | -21.3% |
| 5Y | -37.3% | +90.7% | -128.0% | -57.4% |
| 10Y | +116.8% | +154.0% | -37.2% | +21.2% |
| All | +2,644.8% | +3,492.4% | -847.6% | +416.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling