-32.0%
BAX vs TLN
+683.0%
-715.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.2% | -4.8% | +2.2% |
| 7D | +9.0% | +9.1% | 0.0% | +8.7% |
| 30D | +8.5% | -4.1% | +12.5% | +8.5% |
| 3M | -4.1% | +4.4% | -8.5% | -4.4% |
| 6M | +46.9% | -6.0% | +53.0% | +46.5% |
| YTD | +38.4% | -3.1% | +41.5% | +37.4% |
| 1Y | +47.0% | -6.1% | +53.1% | +46.1% |
| 3Y | -14.9% | +575.3% | -590.3% | -28.4% |
| All | -32.0% | +683.0% | -715.0% | -42.1% |
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