-38.3%
BAX vs TRU
+144.8%
-183.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -5.4% | -9.4% | +3.9% | -2.8% |
| 30D | -12.4% | -4.1% | -8.3% | -11.4% |
| 3M | +19.1% | +13.6% | +5.5% | +14.6% |
| 6M | +38.6% | +3.6% | +35.0% | +36.4% |
| YTD | +26.7% | -9.8% | +36.5% | +28.9% |
| 1Y | +1.0% | -13.6% | +14.7% | +3.7% |
| 3Y | -33.9% | -2.0% | -31.9% | -36.7% |
| 5Y | -67.0% | -35.8% | -31.2% | -65.3% |
| All | -38.3% | +144.8% | -183.1% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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