-31.5%
BAH vs TRU
-1.9%
-29.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.8% | -0.4% |
| 7D | -4.3% | -7.2% | +2.9% | -3.0% |
| 30D | -4.5% | -2.8% | -1.6% | -4.0% |
| 3M | -7.6% | +13.0% | -20.6% | -9.7% |
| 6M | -10.6% | +0.7% | -11.3% | -11.1% |
| YTD | -12.6% | -9.0% | -3.6% | -12.2% |
| 1Y | -27.0% | -16.3% | -10.7% | -26.2% |
| 3Y | -31.5% | -1.1% | -30.4% | -28.7% |
| All | -31.5% | -1.9% | -29.6% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling