+95.4%
TRMB vs BAH
+198.8%
-103.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | +2.8% | +1.7% | +1.1% | +2.3% |
| 30D | -5.9% | +20.8% | -26.6% | -11.2% |
| 3M | -3.3% | +11.6% | -14.9% | -6.8% |
| 6M | +1.3% | +23.1% | -21.8% | -5.6% |
| YTD | -29.0% | +5.3% | -34.2% | -31.3% |
| 1Y | -27.8% | +6.1% | -33.9% | -30.4% |
| 3Y | +36.3% | -27.5% | +63.8% | +40.4% |
| 5Y | -35.8% | +6.2% | -42.0% | -44.1% |
| All | +95.4% | +198.8% | -103.4% | +18.7% |
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