+117.0%
BTI vs TRMB
-39.6%
+156.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -2.0% | -5.4% | +3.4% | -1.4% |
| 30D | -3.4% | -2.0% | -1.5% | -3.3% |
| 3M | -9.0% | +12.3% | -21.3% | -10.1% |
| 6M | -5.0% | -17.6% | +12.6% | -3.3% |
| YTD | -0.3% | -27.5% | +27.1% | +2.7% |
| 1Y | +3.1% | -29.1% | +32.2% | +6.5% |
| 3Y | +111.0% | +11.5% | +99.5% | +102.7% |
| 5Y | +117.0% | -39.5% | +156.5% | +110.9% |
| All | +117.0% | -39.6% | +156.6% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling