+642.7%
BX vs TRMB
+118.7%
+524.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.9% | -2.2% |
| 7D | -8.9% | -5.4% | -3.5% | -5.8% |
| 30D | -14.8% | -2.0% | -12.8% | -13.8% |
| 3M | +6.9% | +12.3% | -5.4% | -0.9% |
| 6M | +16.3% | -17.6% | +33.9% | +29.4% |
| YTD | -16.1% | -27.5% | +11.4% | +0.6% |
| 1Y | -26.8% | -29.1% | +2.3% | -11.3% |
| 3Y | +22.4% | +11.5% | +10.9% | +11.7% |
| 5Y | +16.0% | -39.5% | +55.5% | +47.7% |
| All | +642.7% | +118.7% | +524.0% | +410.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling