-33.1%
BAX vs TRGP
+822.5%
-855.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +0.1% | +12.4% | -12.3% | -0.8% |
| 30D | +4.1% | +2.6% | +1.5% | +3.7% |
| 3M | -4.5% | +11.9% | -16.4% | -5.6% |
| 6M | +49.2% | +13.9% | +35.3% | +47.1% |
| YTD | +35.2% | +64.2% | -28.9% | +29.1% |
| 1Y | +38.3% | +78.5% | -40.2% | +31.1% |
| 3Y | -19.0% | +272.9% | -292.0% | -27.3% |
| 5Y | -64.2% | +510.7% | -574.9% | -68.9% |
| All | -33.1% | +822.5% | -855.6% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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