+120.8%
TRMB vs BAH
+186.6%
-65.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.5% | -2.4% |
| 7D | -2.9% | -1.3% | -1.6% | -2.5% |
| 30D | -1.8% | -6.6% | +4.8% | +0.2% |
| 3M | +8.4% | -7.2% | +15.6% | +10.4% |
| 6M | -18.5% | -10.0% | -8.5% | -16.6% |
| YTD | -26.7% | -12.5% | -14.3% | -24.8% |
| 1Y | -28.3% | -27.9% | -0.4% | -22.5% |
| 3Y | +12.6% | -31.4% | +44.0% | +16.7% |
| 5Y | -38.7% | -3.2% | -35.5% | -45.4% |
| 10Y | +120.8% | +191.5% | -70.7% | +38.4% |
| All | +120.8% | +186.6% | -65.9% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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