-20.9%
BAX vs TLN
+538.9%
-559.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.5% | +0.3% |
| 7D | +12.1% | -1.3% | +13.4% | +12.1% |
| 30D | +7.6% | -10.5% | +18.1% | +7.9% |
| 3M | -4.5% | +0.1% | -4.6% | -4.7% |
| 6M | +52.0% | -17.4% | +69.4% | +52.3% |
| YTD | +35.1% | -9.7% | +44.8% | +34.5% |
| 1Y | +43.7% | -12.3% | +56.0% | +43.1% |
| 3Y | -20.9% | +528.3% | -549.2% | -33.0% |
| All | -20.9% | +538.9% | -559.9% | -33.0% |
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