-34.4%
BAX vs TRMB
+109.2%
-143.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.0% |
| 7D | -0.6% | +4.1% | -4.7% | -1.5% |
| 30D | +6.3% | -5.1% | +11.4% | +6.8% |
| 3M | -4.6% | -2.6% | -2.0% | -4.8% |
| 6M | +50.4% | -2.7% | +53.1% | +49.8% |
| YTD | +38.0% | -27.9% | +65.9% | +46.8% |
| 1Y | +44.6% | -29.0% | +73.6% | +54.2% |
| 3Y | -15.1% | +35.0% | -50.1% | -21.9% |
| 5Y | -63.3% | -33.9% | -29.4% | -61.9% |
| 10Y | -34.4% | +106.1% | -140.5% | -42.5% |
| All | -34.4% | +109.2% | -143.6% | -42.5% |
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