-66.4%
BAX vs TRU
-35.9%
-30.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -3.0% |
| 7D | -2.4% | -7.2% | +4.8% | -0.5% |
| 30D | -9.7% | -2.8% | -6.9% | -9.1% |
| 3M | +29.3% | +13.0% | +16.2% | +24.8% |
| 6M | +40.7% | +0.7% | +40.0% | +39.5% |
| YTD | +30.3% | -9.0% | +39.3% | +31.8% |
| 1Y | +3.4% | -16.3% | +19.7% | +6.5% |
| 3Y | -32.0% | -1.1% | -31.0% | -34.3% |
| All | -66.4% | -35.9% | -30.5% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling