-37.4%
TRMB vs BAH
-2.8%
-34.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.9% |
| 7D | -0.3% | -4.3% | +4.1% | +0.7% |
| 30D | -1.2% | -4.5% | +3.2% | -0.2% |
| 3M | +9.6% | -7.6% | +17.2% | +11.2% |
| 6M | -16.1% | -10.6% | -5.5% | -14.5% |
| YTD | -25.0% | -12.6% | -12.4% | -23.4% |
| 1Y | -27.7% | -27.0% | -0.7% | -23.7% |
| 3Y | +15.3% | -31.5% | +46.8% | +16.3% |
| 5Y | -37.4% | -3.8% | -33.6% | -45.5% |
| All | -37.4% | -2.8% | -34.6% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling