-8.5%
BX vs TRMB
-31.2%
+22.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -17.3% | +23.6% | +11.9% |
| 7D | +8.3% | -15.7% | +24.0% | +12.9% |
| 30D | +13.5% | -7.8% | +21.3% | +13.2% |
| 3M | -7.6% | -9.3% | +1.7% | -7.3% |
| 6M | +4.0% | -20.8% | +24.9% | +11.7% |
| YTD | -15.2% | -30.8% | +15.6% | -5.0% |
| 1Y | -8.5% | -31.0% | +22.5% | +2.4% |
| All | -8.5% | -31.2% | +22.8% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling