+452.1%
BTSG vs TRMB
+14.9%
+437.2%
-35.6%
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% | -0.7% |
| 7D | +2.7% | -2.5% | +5.2% | +3.9% |
| 30D | -3.6% | +1.5% | -5.2% | -4.4% |
| 3M | +5.8% | +6.8% | -1.0% | +2.1% |
| 6M | +44.7% | -14.9% | +59.7% | +55.9% |
| YTD | +62.2% | -24.1% | +86.3% | +84.9% |
| 1Y | +152.1% | -25.4% | +177.5% | +189.6% |
| All | +452.1% | +14.9% | +437.2% | +422.6% |
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