-36.9%
BAX vs TRMB
+113.5%
-150.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.5% | -1.3% |
| 7D | -5.1% | -2.9% | -2.2% | -4.4% |
| 30D | -12.2% | -1.8% | -10.4% | -11.8% |
| 3M | +21.8% | +8.4% | +13.4% | +19.5% |
| 6M | +36.3% | -18.5% | +54.8% | +42.5% |
| YTD | +27.8% | -26.7% | +54.5% | +36.6% |
| 1Y | -0.1% | -28.3% | +28.3% | +7.2% |
| 3Y | -33.3% | +12.6% | -45.9% | -36.1% |
| 5Y | -67.1% | -38.7% | -28.4% | -65.0% |
| 10Y | -36.9% | +120.8% | -157.7% | -47.8% |
| All | -36.9% | +113.5% | -150.5% | -47.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling