+195.9%
BAH vs TRU
+182.8%
+13.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -2.6% | -2.2% | -0.4% | -2.0% |
| 30D | +20.4% | +20.2% | +0.2% | +14.5% |
| 3M | +11.9% | +2.2% | +9.6% | +10.8% |
| 6M | +17.1% | +17.6% | -0.5% | +11.8% |
| YTD | +5.5% | -5.0% | +10.5% | +5.6% |
| 1Y | +5.6% | -1.0% | +6.6% | +4.7% |
| 3Y | -26.5% | +56.5% | -83.0% | -37.9% |
| 5Y | +6.5% | -26.2% | +32.7% | +9.2% |
| All | +195.9% | +182.8% | +13.2% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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