+133.9%
BP vs TRMB
+113.5%
+20.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.5% |
| 7D | +4.0% | -2.9% | +6.9% | +4.8% |
| 30D | +7.8% | -1.8% | +9.6% | +8.2% |
| 3M | +8.4% | +8.4% | 0.0% | +4.9% |
| 6M | +15.1% | -18.5% | +33.6% | +21.0% |
| YTD | +36.4% | -26.7% | +63.2% | +47.5% |
| 1Y | +40.9% | -28.3% | +69.2% | +52.7% |
| 3Y | +38.8% | +12.6% | +26.3% | +25.1% |
| 5Y | +141.1% | -38.7% | +179.8% | +163.5% |
| 10Y | +133.9% | +120.8% | +13.1% | +48.5% |
| All | +133.9% | +113.5% | +20.4% | +48.5% |
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 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