-39.3%
BAX vs TDY
+479.2%
-518.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.9% |
| 7D | -7.9% | -1.1% | -6.7% | -7.5% |
| 30D | -11.7% | -12.0% | +0.4% | -8.3% |
| 3M | +16.2% | -3.2% | +19.4% | +17.1% |
| 6M | +32.0% | -7.9% | +39.8% | +34.9% |
| YTD | +24.7% | +18.2% | +6.5% | +18.7% |
| 1Y | -2.6% | +6.7% | -9.3% | -4.8% |
| 3Y | -35.0% | +47.5% | -82.5% | -42.3% |
| 5Y | -67.6% | +39.5% | -107.1% | -71.2% |
| All | -39.3% | +479.2% | -518.5% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling