-38.3%
BAX vs TRI
+191.2%
-229.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | -5.4% | -14.4% | +8.9% | -1.4% |
| 30D | -12.4% | -8.1% | -4.3% | -10.5% |
| 3M | +19.1% | +17.5% | +1.6% | +13.1% |
| 6M | +38.6% | -5.0% | +43.6% | +38.4% |
| YTD | +26.7% | -24.7% | +51.4% | +35.6% |
| 1Y | +1.0% | -41.5% | +42.5% | +18.0% |
| 3Y | -33.9% | -20.3% | -13.5% | -33.0% |
| 5Y | -67.0% | -10.9% | -56.1% | -68.5% |
| All | -38.3% | +191.2% | -229.6% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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