-32.1%
BAX vs TLN
+716.6%
-748.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -0.5% |
| 7D | -0.6% | +15.9% | -16.5% | -1.1% |
| 30D | +6.3% | -0.3% | +6.6% | +6.2% |
| 3M | -4.6% | +5.8% | -10.4% | -4.9% |
| 6M | +50.4% | -1.2% | +51.6% | +49.7% |
| YTD | +38.0% | +1.0% | +37.0% | +36.9% |
| 1Y | +44.6% | +1.1% | +43.5% | +43.3% |
| 3Y | -15.1% | +591.7% | -606.8% | -28.6% |
| All | -32.1% | +716.6% | -748.8% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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