-19.0%
BAX vs TRGP
+274.3%
-293.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +0.1% | +12.4% | -12.3% | -1.7% |
| 30D | +4.1% | +2.6% | +1.5% | +3.2% |
| 3M | -4.5% | +11.9% | -16.4% | -7.2% |
| 6M | +49.2% | +13.9% | +35.3% | +43.6% |
| YTD | +35.2% | +64.2% | -28.9% | +17.6% |
| 1Y | +38.3% | +78.5% | -40.2% | +17.5% |
| 3Y | -19.0% | +272.9% | -292.0% | -44.4% |
| All | -19.0% | +274.3% | -293.3% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling