+19.8%
BIL vs TRMB
-38.3%
+58.2%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | 0.0% |
| 7D | +0.1% | -17.0% | +17.0% | +0.1% |
| 30D | 0.0% | -9.0% | +9.0% | 0.0% |
| 3M | +0.6% | -8.1% | +8.7% | +0.6% |
| 6M | +1.5% | -10.1% | +11.6% | +1.5% |
| YTD | +2.8% | -30.2% | +33.0% | +2.8% |
| 1Y | +3.3% | -30.7% | +34.0% | +3.3% |
| 3Y | +13.4% | +32.6% | -19.2% | +13.4% |
| 5Y | +19.8% | -38.1% | +58.0% | +19.8% |
| All | +19.8% | -38.3% | +58.2% | +19.8% |
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 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