+56.7%
BDX vs TRU
+147.2%
-90.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -3.2% | -2.7% | -0.4% | -2.6% |
| 30D | -2.5% | -2.0% | -0.5% | -2.2% |
| 3M | +21.4% | +18.4% | +3.0% | +17.2% |
| 6M | +10.4% | +8.9% | +1.6% | +8.1% |
| YTD | +18.8% | -8.9% | +27.8% | +19.8% |
| 1Y | +21.7% | -15.9% | +37.6% | +24.4% |
| 3Y | -10.0% | -1.1% | -8.9% | -13.5% |
| 5Y | -1.8% | -35.2% | +33.4% | +1.8% |
| All | +56.7% | +147.2% | -90.5% | +11.0% |
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 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