-33.9%
BAX vs TMF
-83.0%
+49.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +9.0% | +0.6% | +8.4% | +9.1% |
| 30D | +8.5% | +16.3% | -7.9% | +9.1% |
| 3M | -4.1% | -2.7% | -1.4% | -4.2% |
| 6M | +46.9% | -13.2% | +60.1% | +46.1% |
| YTD | +38.4% | -16.7% | +55.1% | +37.4% |
| 1Y | +47.0% | -22.7% | +69.7% | +45.5% |
| 3Y | -14.9% | -26.1% | +11.2% | -15.2% |
| 5Y | -62.5% | -88.4% | +25.9% | -69.6% |
| 10Y | -33.9% | -81.8% | +47.9% | -43.1% |
| All | -33.9% | -83.0% | +49.1% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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