+48.0%
BAX vs TDY
+22.9%
+25.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.8% | +8.7% | +5.7% |
| 7D | +4.1% | -5.0% | +9.1% | +5.9% |
| 30D | +9.4% | +2.0% | +7.4% | +7.9% |
| 3M | -6.5% | -7.7% | +1.2% | -3.7% |
| 6M | +59.6% | -0.9% | +60.5% | +58.4% |
| YTD | +38.9% | +23.7% | +15.1% | +26.7% |
| 1Y | +48.0% | +23.6% | +24.4% | +35.7% |
| All | +48.0% | +22.9% | +25.1% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling