+113.1%
BHP vs TRMB
-39.6%
+152.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -5.0% |
| 7D | -3.7% | -5.4% | +1.7% | -2.1% |
| 30D | -0.8% | -2.0% | +1.1% | -0.4% |
| 3M | +7.6% | +12.3% | -4.7% | +3.2% |
| 6M | +20.8% | -17.6% | +38.4% | +27.3% |
| YTD | +50.8% | -27.5% | +78.2% | +65.0% |
| 1Y | +70.9% | -29.1% | +100.0% | +88.0% |
| 3Y | +78.0% | +11.5% | +66.5% | +62.6% |
| 5Y | +113.1% | -39.5% | +152.5% | +129.9% |
| All | +113.1% | -39.6% | +152.7% | +129.9% |
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