+35.9%
BAX vs TRU
+1.4%
+34.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.9% | +7.0% | +3.5% |
| 7D | -1.1% | -6.8% | +5.6% | +1.7% |
| 30D | -5.5% | 0.0% | -5.5% | -5.9% |
| 3M | +33.5% | +13.3% | +20.2% | +24.8% |
| 6M | +35.9% | +3.4% | +32.4% | +30.8% |
| All | +35.9% | +1.4% | +34.5% | +30.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling