-19.0%
BAX vs TLN
+580.6%
-599.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +0.4% |
| 7D | +0.1% | +11.0% | -11.0% | -0.3% |
| 30D | +4.1% | +4.9% | -0.8% | +3.8% |
| 3M | -4.5% | +4.9% | -9.5% | -4.9% |
| 6M | +49.2% | +7.1% | +42.1% | +48.0% |
| YTD | +35.2% | +0.3% | +34.9% | +34.1% |
| 1Y | +38.3% | +5.9% | +32.4% | +36.8% |
| 3Y | -19.0% | +578.5% | -597.5% | -28.3% |
| All | -19.0% | +580.6% | -599.6% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling