+1,183.5%
BP vs TRMB
+3,104.9%
-1,921.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | -6.3% | -16.6% | +10.2% | -4.4% |
| 30D | -3.6% | -8.9% | +5.3% | -2.7% |
| 3M | +5.2% | -6.3% | +11.6% | +5.8% |
| 6M | +5.3% | -10.0% | +15.3% | +6.1% |
| YTD | +33.1% | -30.1% | +63.2% | +37.8% |
| 1Y | +26.3% | -31.3% | +57.6% | +30.9% |
| 3Y | +47.5% | +30.8% | +16.7% | +40.3% |
| 5Y | +106.2% | -35.9% | +142.1% | +111.2% |
| 10Y | +127.0% | +101.7% | +25.2% | +102.5% |
| All | +1,183.5% | +3,104.9% | -1,921.4% | +782.7% |
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