+822.3%
BAX vs TRMB
+3,381.2%
-2,558.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.1% |
| 7D | -1.1% | -2.5% | +1.4% | -0.9% |
| 30D | -5.5% | +1.5% | -7.0% | -5.6% |
| 3M | +33.5% | +6.8% | +26.8% | +32.8% |
| 6M | +35.9% | -14.9% | +50.8% | +37.7% |
| YTD | +35.4% | -24.1% | +59.5% | +38.4% |
| 1Y | +9.8% | -25.4% | +35.1% | +12.4% |
| 3Y | -32.7% | +8.0% | -40.7% | -33.5% |
| 5Y | -65.6% | -37.3% | -28.2% | -64.7% |
| 10Y | -34.9% | +116.8% | -151.7% | -40.0% |
| All | +822.3% | +3,381.2% | -2,558.9% | +540.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling