+6,590.1%
BTI vs TRMB
+3,381.2%
+3,208.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -1.4% | -2.5% | +1.1% | -1.2% |
| 30D | -6.6% | +1.5% | -8.1% | -6.7% |
| 3M | -3.0% | +6.8% | -9.8% | -3.5% |
| 6M | -6.7% | -14.9% | +8.3% | -5.8% |
| YTD | +0.6% | -24.1% | +24.7% | +2.2% |
| 1Y | +5.6% | -25.4% | +31.0% | +7.3% |
| 3Y | +110.3% | +8.0% | +102.3% | +107.3% |
| 5Y | +114.3% | -37.3% | +151.6% | +117.3% |
| 10Y | +67.7% | +116.8% | -49.2% | +56.0% |
| All | +6,590.1% | +3,381.2% | +3,208.9% | +5,438.9% |
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 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