+26.7%
BTDR vs TRMB
-28.7%
+55.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +3.0% |
| 7D | +22.4% | -0.3% | +22.7% | +22.6% |
| 30D | +16.5% | -1.2% | +17.7% | +17.3% |
| 3M | -31.5% | +9.6% | -41.1% | -35.6% |
| 6M | +74.0% | -16.1% | +90.2% | +89.5% |
| YTD | +13.0% | -25.0% | +38.0% | +30.2% |
| 1Y | -0.2% | -27.7% | +27.5% | +17.9% |
| 3Y | +9.9% | +15.3% | -5.4% | +11.4% |
| 5Y | +28.1% | -37.4% | +65.5% | +27.9% |
| All | +26.7% | -28.7% | +55.4% | +29.1% |
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 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