+31.8%
BA vs TRMB
+105.7%
-74.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +1.1% | -16.7% | +17.8% | +9.5% |
| 30D | -7.9% | -9.9% | +2.0% | -4.5% |
| 3M | -25.3% | -7.6% | -17.7% | -23.9% |
| 6M | -24.6% | -14.7% | -9.9% | -20.4% |
| YTD | -20.1% | -30.9% | +10.8% | -6.3% |
| 1Y | -11.8% | -31.3% | +19.6% | +3.4% |
| 3Y | -10.1% | +29.4% | -39.6% | -30.3% |
| 5Y | -22.7% | -37.4% | +14.6% | -10.2% |
| All | +31.8% | +105.7% | -74.0% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling