-22.2%
BAX vs TRU
+238.0%
-260.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.9% | +7.0% | +2.7% |
| 7D | -1.1% | -6.8% | +5.6% | +0.8% |
| 30D | -5.5% | 0.0% | -5.5% | -5.6% |
| 3M | +33.5% | +13.3% | +20.2% | +28.4% |
| 6M | +35.9% | +3.4% | +32.4% | +33.7% |
| YTD | +35.4% | -6.4% | +41.7% | +36.2% |
| 1Y | +9.8% | -9.7% | +19.4% | +11.2% |
| 3Y | -32.7% | +0.1% | -32.9% | -36.1% |
| 5Y | -65.6% | -34.0% | -31.5% | -64.0% |
| 10Y | -34.9% | +147.9% | -182.8% | -55.9% |
| All | -22.2% | +238.0% | -260.2% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling