-35.7%
BAX vs TRMB
+118.7%
-154.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.5% |
| 7D | -2.4% | -0.3% | -2.2% | -2.4% |
| 30D | -9.7% | -1.2% | -8.5% | -9.5% |
| 3M | +29.3% | +9.6% | +19.7% | +26.4% |
| 6M | +40.7% | -16.1% | +56.8% | +46.0% |
| YTD | +30.3% | -25.0% | +55.2% | +38.4% |
| 1Y | +3.4% | -27.7% | +31.1% | +10.6% |
| 3Y | -32.0% | +15.3% | -47.3% | -35.2% |
| 5Y | -66.9% | -37.4% | -29.5% | -65.0% |
| All | -35.7% | +118.7% | -154.4% | -47.1% |
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