-44.0%
BTDR vs TRMB
-32.5%
-11.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.3% | -8.3% | -8.5% |
| 7D | -6.9% | +2.8% | -9.7% | -8.0% |
| 30D | -31.5% | -5.9% | -25.7% | -29.8% |
| 3M | -36.1% | -3.3% | -32.8% | -35.3% |
| 6M | -57.6% | +1.3% | -59.0% | -58.7% |
| YTD | -50.0% | -29.0% | -21.1% | -41.1% |
| 1Y | -49.6% | -27.8% | -21.8% | -41.1% |
| 3Y | +48.5% | +36.3% | +12.2% | +52.0% |
| 5Y | -43.8% | -35.8% | -8.0% | -42.2% |
| All | -44.0% | -32.5% | -11.5% | -41.6% |
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