+237.6%
BAH vs TRU
+238.0%
-0.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.5% | +0.1% |
| 7D | -3.2% | -6.8% | +3.5% | -1.5% |
| 30D | +2.0% | 0.0% | +2.0% | +1.9% |
| 3M | -7.6% | +13.3% | -20.9% | -10.7% |
| 6M | -5.7% | +3.4% | -9.1% | -6.9% |
| YTD | -11.7% | -6.4% | -5.3% | -11.0% |
| 1Y | -27.4% | -9.7% | -17.7% | -26.4% |
| 3Y | -32.5% | +0.1% | -32.7% | -36.0% |
| 5Y | -3.3% | -34.0% | +30.7% | +2.4% |
| 10Y | +186.0% | +147.9% | +38.1% | +101.7% |
| All | +237.6% | +238.0% | -0.3% | +117.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling