+39.4%
BEN vs TRMB
-39.0%
+78.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.3% |
| 7D | +3.4% | -2.9% | +6.3% | +4.9% |
| 30D | +1.8% | -1.8% | +3.6% | +2.5% |
| 3M | +8.4% | +8.4% | 0.0% | +2.9% |
| 6M | +35.6% | -18.5% | +54.2% | +49.5% |
| YTD | +46.4% | -26.7% | +73.1% | +70.3% |
| 1Y | +46.3% | -28.3% | +74.6% | +71.6% |
| 3Y | +54.6% | +12.6% | +42.0% | +36.0% |
| 5Y | +39.4% | -38.7% | +78.1% | +72.3% |
| All | +39.4% | -39.0% | +78.4% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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