+11,421.7%
BNY vs TRMB
+3,275.2%
+8,146.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -1.3% | -3.0% | +1.7% | -0.7% |
| 30D | -0.2% | +2.3% | -2.5% | -0.7% |
| 3M | +14.9% | +15.3% | -0.4% | +11.3% |
| 6M | +40.0% | -14.7% | +54.7% | +43.5% |
| YTD | +42.0% | -26.4% | +68.4% | +49.6% |
| 1Y | +56.9% | -30.4% | +87.3% | +66.9% |
| 3Y | +289.9% | +13.5% | +276.3% | +273.6% |
| 5Y | +259.2% | -38.6% | +297.8% | +282.7% |
| 10Y | +413.3% | +121.8% | +291.5% | +325.1% |
| All | +11,421.7% | +3,275.2% | +8,146.5% | +5,445.7% |
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 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