-67.1%
BAX vs TRGP
+639.4%
-706.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | -5.1% | -0.7% | -4.4% | -5.0% |
| 30D | -12.2% | +9.5% | -21.6% | -13.7% |
| 3M | +21.8% | +10.8% | +11.0% | +18.9% |
| 6M | +36.3% | +25.3% | +11.0% | +29.2% |
| YTD | +27.8% | +60.3% | -32.5% | +15.0% |
| 1Y | -0.1% | +84.6% | -84.6% | -12.9% |
| 3Y | -33.3% | +264.4% | -297.7% | -49.0% |
| 5Y | -67.1% | +636.6% | -703.7% | -76.9% |
| All | -67.1% | +639.4% | -706.5% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling