+43.7%
BAX vs TMF
-22.9%
+66.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +12.1% | +1.2% | +10.9% | +11.8% |
| 30D | +7.6% | +19.7% | -12.1% | +2.9% |
| 3M | -4.5% | -2.1% | -2.4% | -4.0% |
| 6M | +52.0% | -13.4% | +65.5% | +56.8% |
| YTD | +35.1% | -16.7% | +51.9% | +40.0% |
| 1Y | +43.7% | -23.3% | +67.1% | +50.9% |
| All | +43.7% | -22.9% | +66.6% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling