+547.4%
BTSG vs TRMB
+7.5%
+539.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +6.0% | +2.8% | +3.2% | +4.8% |
| 30D | +12.4% | -5.9% | +18.3% | +13.4% |
| 3M | +18.2% | -3.3% | +21.5% | +17.6% |
| 6M | +26.0% | +1.3% | +24.7% | +21.8% |
| YTD | +90.1% | -29.0% | +119.1% | +119.2% |
| 1Y | +124.3% | -27.8% | +152.0% | +155.9% |
| All | +547.4% | +7.5% | +539.8% | +519.5% |
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