-37.8%
BAX vs TRGP
+867.0%
-904.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -5.1% | -0.7% | -4.4% | -5.0% |
| 30D | -12.2% | +9.5% | -21.6% | -12.9% |
| 3M | +21.8% | +10.8% | +11.0% | +20.6% |
| 6M | +36.3% | +25.3% | +11.0% | +33.4% |
| YTD | +27.8% | +60.3% | -32.5% | +22.5% |
| 1Y | -0.1% | +84.6% | -84.6% | -5.4% |
| 3Y | -33.3% | +264.4% | -297.7% | -39.9% |
| 5Y | -67.1% | +636.6% | -703.7% | -71.6% |
| All | -37.8% | +867.0% | -904.8% | -43.3% |
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