-33.5%
BAX vs TLN
+583.6%
-617.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.7% | +0.9% |
| 7D | -1.1% | +7.1% | -8.2% | -1.4% |
| 30D | -5.5% | -3.9% | -1.6% | -5.4% |
| 3M | +33.5% | -16.2% | +49.7% | +34.0% |
| 6M | +35.9% | -5.8% | +41.7% | +35.4% |
| YTD | +35.4% | -15.4% | +50.8% | +35.3% |
| 1Y | +9.8% | -16.7% | +26.4% | +9.7% |
| 3Y | -32.7% | +473.8% | -506.5% | -42.4% |
| All | -33.5% | +583.6% | -617.0% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling