+135.7%
BP vs TRMB
+109.2%
+26.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.6% | +0.6% |
| 7D | -0.8% | +4.1% | -4.9% | -1.9% |
| 30D | -3.1% | -5.1% | +1.9% | -2.2% |
| 3M | +6.2% | -2.6% | +8.7% | +6.1% |
| 6M | +4.8% | -2.7% | +7.5% | +4.1% |
| YTD | +35.2% | -27.9% | +63.1% | +45.9% |
| 1Y | +27.4% | -29.0% | +56.4% | +37.9% |
| 3Y | +49.8% | +35.0% | +14.8% | +26.5% |
| 5Y | +109.4% | -33.9% | +143.3% | +120.6% |
| 10Y | +135.7% | +106.1% | +29.6% | +62.1% |
| All | +135.7% | +109.2% | +26.5% | +62.1% |
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