+950.6%
BX vs TRMB
+267.5%
+683.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | -2.0% | -0.3% | -1.7% | -1.8% |
| 30D | -2.3% | -1.2% | -1.1% | -1.8% |
| 3M | +18.5% | +9.6% | +8.9% | +12.2% |
| 6M | +23.7% | -16.1% | +39.8% | +34.8% |
| YTD | -10.4% | -25.0% | +14.6% | +3.5% |
| 1Y | -19.6% | -27.7% | +8.1% | -5.5% |
| 3Y | +30.8% | +15.3% | +15.5% | +18.7% |
| 5Y | +24.3% | -37.4% | +61.7% | +55.2% |
| 10Y | +679.5% | +117.5% | +562.0% | +390.2% |
| All | +950.6% | +267.5% | +683.1% | +245.3% |
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