+32.6%
TRMB vs BAH
-26.0%
+58.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.8% |
| 7D | -17.0% | -1.5% | -15.5% | -16.8% |
| 30D | -9.0% | +17.3% | -26.3% | -11.9% |
| 3M | -8.1% | +14.9% | -23.0% | -10.8% |
| 6M | -10.1% | +14.2% | -24.3% | -12.9% |
| YTD | -30.2% | +5.1% | -35.3% | -31.6% |
| 1Y | -30.7% | +2.1% | -32.8% | -31.9% |
| 3Y | +32.6% | -26.0% | +58.6% | +34.6% |
| All | +32.6% | -26.0% | +58.6% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling