+59.8%
BAX vs TRI
+584.3%
-524.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +0.1% | -2.9% | +3.0% | +0.9% |
| 30D | +4.1% | +3.7% | +0.4% | +2.4% |
| 3M | -4.5% | +3.7% | -8.3% | -6.5% |
| 6M | +49.2% | +35.1% | +14.1% | +33.7% |
| YTD | +35.2% | -14.0% | +49.3% | +36.5% |
| 1Y | +38.3% | -19.0% | +57.2% | +42.3% |
| 3Y | -19.0% | -12.0% | -7.1% | -20.3% |
| 5Y | -64.2% | +0.6% | -64.8% | -66.5% |
| 10Y | -35.7% | +225.4% | -261.2% | -59.1% |
| All | +59.8% | +584.3% | -524.5% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling