+29.5%
BAX vs TRGP
+2,231.3%
-2,201.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -1.1% | +0.8% | -1.9% | -1.2% |
| 30D | -5.5% | +11.5% | -17.0% | -6.5% |
| 3M | +33.5% | +9.0% | +24.5% | +32.2% |
| 6M | +35.9% | +20.5% | +15.4% | +33.0% |
| YTD | +35.4% | +59.5% | -24.2% | +29.0% |
| 1Y | +9.8% | +77.9% | -68.2% | +3.4% |
| 3Y | -32.7% | +253.6% | -286.3% | -40.6% |
| 5Y | -65.6% | +615.5% | -681.0% | -71.5% |
| 10Y | -34.9% | +897.1% | -932.0% | -48.9% |
| All | +29.5% | +2,231.3% | -2,201.8% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling