+851.5%
BX vs TRMB
+247.9%
+603.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +0.6% | +2.8% | -2.3% | -0.9% |
| 30D | +14.2% | -5.9% | +20.1% | +15.9% |
| 3M | -18.7% | -3.3% | -15.4% | -18.9% |
| 6M | +2.5% | +1.3% | +1.1% | -0.8% |
| YTD | -18.8% | -29.0% | +10.2% | -5.3% |
| 1Y | -10.3% | -27.8% | +17.5% | +3.6% |
| 3Y | +35.4% | +36.3% | -0.9% | +11.5% |
| 5Y | +0.3% | -35.8% | +36.1% | +21.5% |
| 10Y | +668.4% | +103.1% | +565.3% | +393.5% |
| All | +851.5% | +247.9% | +603.7% | +216.1% |
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