+38.3%
BAX vs TMF
-30.5%
+68.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.6% |
| 7D | +0.1% | -9.3% | +9.3% | +2.2% |
| 30D | +4.1% | +1.9% | +2.1% | +3.3% |
| 3M | -4.5% | -11.2% | +6.7% | -2.0% |
| 6M | +49.2% | -17.7% | +67.0% | +56.1% |
| YTD | +35.2% | -24.5% | +59.7% | +43.0% |
| 1Y | +38.3% | -29.4% | +67.7% | +46.3% |
| All | +38.3% | -30.5% | +68.8% | +46.3% |
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