+134.5%
BAX vs TDY
+7,071.3%
-6,936.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.8% | -3.6% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | -9.7% | -12.5% | +2.7% | -8.0% |
| 3M | +29.3% | -1.2% | +30.5% | +29.4% |
| 6M | +40.7% | -6.6% | +47.2% | +42.0% |
| YTD | +30.3% | +18.5% | +11.8% | +27.0% |
| 1Y | +3.4% | +10.8% | -7.4% | +1.7% |
| 3Y | -32.0% | +47.5% | -79.5% | -35.9% |
| 5Y | -66.9% | +35.8% | -102.7% | -68.6% |
| 10Y | -37.1% | +459.0% | -496.0% | -50.4% |
| All | +134.5% | +7,071.3% | -6,936.8% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling