+97.5%
BDX vs TRU
+226.0%
-128.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -3.6% | -6.5% | +2.9% | -2.2% |
| 30D | +0.7% | -2.5% | +3.2% | +1.2% |
| 3M | +19.0% | +10.4% | +8.6% | +16.4% |
| 6M | +10.8% | +1.6% | +9.1% | +9.9% |
| YTD | +20.1% | -9.7% | +29.8% | +21.4% |
| 1Y | +23.1% | -17.3% | +40.3% | +26.3% |
| 3Y | -8.8% | -1.8% | -7.0% | -12.5% |
| 5Y | -1.4% | -36.2% | +34.8% | +2.5% |
| 10Y | +60.5% | +143.2% | -82.7% | +10.4% |
| All | +97.5% | +226.0% | -128.5% | +28.5% |
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