-22.5%
BA vs TRMB
-38.8%
+16.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.1% |
| 7D | -0.1% | -17.9% | +17.8% | +6.4% |
| 30D | -9.1% | -12.0% | +2.9% | -5.9% |
| 3M | -28.2% | -8.4% | -19.7% | -27.0% |
| 6M | -23.1% | -21.5% | -1.6% | -17.4% |
| YTD | -20.6% | -31.5% | +11.0% | -10.1% |
| 1Y | -12.7% | -33.4% | +20.7% | -0.4% |
| 3Y | -11.6% | +26.5% | -38.0% | -25.5% |
| All | -22.5% | -38.8% | +16.3% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling