-3.2%
BAH vs TRU
-36.4%
+33.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -1.3% | -6.5% | +5.2% | -0.1% |
| 30D | -6.6% | -2.5% | -4.1% | -6.2% |
| 3M | -7.2% | +10.4% | -17.5% | -8.9% |
| 6M | -10.0% | +1.6% | -11.6% | -10.6% |
| YTD | -12.5% | -9.7% | -2.8% | -11.6% |
| 1Y | -27.9% | -17.3% | -10.7% | -26.5% |
| 3Y | -31.4% | -1.8% | -29.6% | -32.5% |
| 5Y | -3.2% | -36.2% | +33.0% | +5.2% |
| All | -3.2% | -36.4% | +33.2% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling