-39.5%
TRMB vs BTG
+75.0%
-114.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.6% |
| 7D | -5.4% | -5.5% | 0.0% | -4.8% |
| 30D | -2.0% | +6.1% | -8.1% | -2.8% |
| 3M | +12.3% | +38.6% | -26.3% | +7.2% |
| 6M | -17.6% | +0.7% | -18.3% | -18.4% |
| YTD | -27.5% | +20.3% | -47.8% | -30.7% |
| 1Y | -29.1% | +25.0% | -54.1% | -33.1% |
| 3Y | +11.5% | +97.3% | -85.8% | -5.9% |
| 5Y | -39.5% | +78.3% | -117.8% | -48.0% |
| All | -39.5% | +75.0% | -114.4% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling