-35.6%
BAX vs TMF
-82.2%
+46.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | -0.1% |
| 7D | +3.6% | -1.1% | +4.7% | +3.6% |
| 30D | +8.5% | +11.8% | -3.3% | +9.0% |
| 3M | -4.9% | -4.0% | -0.8% | -5.0% |
| 6M | +47.0% | -16.5% | +63.5% | +46.0% |
| YTD | +38.4% | -19.9% | +58.4% | +37.3% |
| 1Y | +49.1% | -25.6% | +74.7% | +47.4% |
| 3Y | -14.9% | -29.9% | +15.0% | -15.4% |
| 5Y | -63.1% | -88.2% | +25.1% | -69.9% |
| 10Y | -35.6% | -81.7% | +46.1% | -44.8% |
| All | -35.6% | -82.2% | +46.6% | -44.8% |
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