-10.6%
BA vs TRMB
+26.2%
-36.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | -0.1% | -17.9% | +17.8% | +4.9% |
| 30D | -9.1% | -12.0% | +2.9% | -6.8% |
| 3M | -28.2% | -8.4% | -19.7% | -27.4% |
| 6M | -23.1% | -21.5% | -1.6% | -18.4% |
| YTD | -20.6% | -31.5% | +11.0% | -11.8% |
| 1Y | -12.7% | -33.4% | +20.7% | -2.4% |
| All | -10.6% | +26.2% | -36.8% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling