+82.9%
BHP vs TRMB
+11.9%
+71.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.8% |
| 7D | +0.9% | -2.9% | +3.8% | +1.5% |
| 30D | +4.0% | -1.8% | +5.8% | +4.3% |
| 3M | +11.3% | +8.4% | +2.8% | +8.8% |
| 6M | +29.3% | -18.5% | +47.8% | +35.3% |
| YTD | +59.2% | -26.7% | +86.0% | +71.3% |
| 1Y | +80.8% | -28.3% | +109.1% | +95.3% |
| All | +82.9% | +11.9% | +71.0% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling