-19.0%
BAX vs TRI
-10.1%
-8.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +0.1% | -2.9% | +3.0% | +0.4% |
| 30D | +4.1% | +3.7% | +0.4% | +3.1% |
| 3M | -4.5% | +3.7% | -8.3% | -5.6% |
| 6M | +49.2% | +35.1% | +14.1% | +42.2% |
| YTD | +35.2% | -14.0% | +49.3% | +38.1% |
| 1Y | +38.3% | -19.0% | +57.2% | +42.9% |
| 3Y | -19.0% | -12.0% | -7.1% | -14.0% |
| All | -19.0% | -10.1% | -8.9% | -14.0% |
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 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