+6,890.0%
BHP vs TRMB
+3,381.2%
+3,508.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -2.9% | -2.5% | -0.4% | -2.5% |
| 30D | +3.4% | +1.5% | +1.9% | +3.0% |
| 3M | +4.1% | +6.8% | -2.7% | +2.6% |
| 6M | +20.6% | -14.9% | +35.5% | +23.4% |
| YTD | +56.1% | -24.1% | +80.2% | +62.6% |
| 1Y | +69.6% | -25.4% | +95.0% | +77.1% |
| 3Y | +78.8% | +8.0% | +70.8% | +73.0% |
| 5Y | +113.1% | -37.3% | +150.4% | +124.1% |
| 10Y | +505.9% | +116.8% | +389.1% | +414.6% |
| All | +6,890.0% | +3,381.2% | +3,508.9% | +4,951.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling