+216.0%
TRMB vs BTG
+378.0%
-162.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.9% |
| 7D | -0.3% | +4.8% | -5.1% | -0.6% |
| 30D | -1.2% | +8.3% | -9.6% | -1.9% |
| 3M | +9.6% | +32.3% | -22.7% | +7.0% |
| 6M | -16.1% | +3.0% | -19.1% | -16.9% |
| YTD | -25.0% | +21.9% | -46.9% | -26.9% |
| 1Y | -27.7% | +28.2% | -55.9% | -30.0% |
| 3Y | +15.3% | +99.9% | -84.6% | +6.7% |
| 5Y | -37.4% | +73.6% | -111.0% | -41.9% |
| 10Y | +117.5% | +136.5% | -19.1% | +90.8% |
| All | +216.0% | +378.0% | -162.0% | +90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling