-33.1%
BAX vs TRMB
+102.3%
-135.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.1% | +2.8% | -2.8% | -0.6% |
| 30D | +4.1% | -5.9% | +9.9% | +4.7% |
| 3M | -4.5% | -3.3% | -1.2% | -4.6% |
| 6M | +49.2% | +1.3% | +47.9% | +47.3% |
| YTD | +35.2% | -29.0% | +64.2% | +44.4% |
| 1Y | +38.3% | -27.8% | +66.0% | +47.0% |
| 3Y | -19.0% | +36.3% | -55.3% | -25.7% |
| 5Y | -64.2% | -35.8% | -28.4% | -62.5% |
| All | -33.1% | +102.3% | -135.5% | -43.4% |
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