-27.8%
TRMB vs BAH
+5.1%
-32.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | +2.8% | +1.7% | +1.1% | +2.4% |
| 30D | -5.9% | +20.8% | -26.6% | -10.8% |
| 3M | -3.3% | +11.6% | -14.9% | -6.5% |
| 6M | +1.3% | +23.1% | -21.8% | -4.9% |
| YTD | -29.0% | +5.3% | -34.2% | -30.4% |
| 1Y | -27.8% | +6.1% | -33.9% | -29.8% |
| All | -27.8% | +5.1% | -32.8% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling