-33.4%
BAX vs TRI
-19.2%
-14.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.6% |
| 7D | -5.1% | -8.4% | +3.3% | -4.0% |
| 30D | -12.2% | -6.5% | -5.7% | -11.4% |
| 3M | +21.8% | +18.6% | +3.2% | +19.1% |
| 6M | +36.3% | -10.4% | +46.8% | +37.1% |
| YTD | +27.8% | -23.7% | +51.5% | +33.4% |
| 1Y | -0.1% | -42.5% | +42.4% | +10.2% |
| All | -33.4% | -19.2% | -14.1% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling