+96.0%
TRMB vs BAH
+199.5%
-103.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +4.1% | -2.6% | +6.6% | +4.8% |
| 30D | -7.0% | +20.4% | -27.3% | -12.1% |
| 3M | -0.9% | +11.9% | -12.8% | -4.6% |
| 6M | -1.2% | +17.1% | -18.3% | -6.6% |
| YTD | -28.7% | +5.5% | -34.3% | -31.1% |
| 1Y | -32.1% | +5.6% | -37.7% | -34.5% |
| 3Y | +33.4% | -26.5% | +59.9% | +36.8% |
| 5Y | -35.6% | +6.5% | -42.1% | -44.0% |
| All | +96.0% | +199.5% | -103.5% | +19.0% |
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