+194.8%
TRMB vs BAH
+1,084.3%
-889.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -16.6% | +0.5% | -17.0% | -16.8% |
| 30D | -8.9% | +18.2% | -27.1% | -13.4% |
| 3M | -6.3% | +13.1% | -19.4% | -10.0% |
| 6M | -10.0% | +15.2% | -25.1% | -14.4% |
| YTD | -30.1% | +6.0% | -36.1% | -32.4% |
| 1Y | -31.3% | +3.1% | -34.4% | -33.2% |
| 3Y | +30.8% | -26.2% | +57.0% | +34.7% |
| 5Y | -35.9% | +9.3% | -45.3% | -42.9% |
| 10Y | +101.7% | +212.3% | -110.6% | +29.9% |
| All | +194.8% | +1,084.3% | -889.5% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling