+25.7%
BIL vs TRMB
+109.2%
-83.5%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.1% | 0.0% |
| 7D | +0.1% | +4.1% | -4.0% | +0.1% |
| 30D | 0.0% | -5.1% | +5.1% | 0.0% |
| 3M | +0.6% | -2.6% | +3.2% | +0.6% |
| 6M | +1.5% | -2.7% | +4.2% | +1.5% |
| YTD | +2.8% | -27.9% | +30.7% | +2.8% |
| 1Y | +3.3% | -29.0% | +32.4% | +3.3% |
| 3Y | +13.4% | +35.0% | -21.5% | +13.4% |
| 5Y | +19.8% | -33.9% | +53.7% | +19.8% |
| 10Y | +25.7% | +106.1% | -80.4% | +25.7% |
| All | +25.7% | +109.2% | -83.5% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling