+116.7%
TRMB vs BTG
+159.3%
-42.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.4% |
| 7D | -3.0% | -3.8% | +0.7% | -2.8% |
| 30D | +2.3% | +3.6% | -1.3% | +2.0% |
| 3M | +15.3% | +32.0% | -16.7% | +12.7% |
| 6M | -14.7% | +3.4% | -18.1% | -15.4% |
| YTD | -26.4% | +20.8% | -47.2% | -28.2% |
| 1Y | -30.4% | +22.4% | -52.8% | -32.4% |
| 3Y | +13.5% | +91.7% | -78.2% | +5.2% |
| 5Y | -38.6% | +79.0% | -117.6% | -43.1% |
| All | +116.7% | +159.3% | -42.6% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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