-14.9%
BAX vs TMF
-30.8%
+15.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.6% |
| 7D | +3.6% | -1.1% | +4.7% | +3.8% |
| 30D | +8.5% | +11.8% | -3.3% | +6.7% |
| 3M | -4.9% | -4.0% | -0.8% | -4.4% |
| 6M | +47.0% | -16.5% | +63.5% | +50.4% |
| YTD | +38.4% | -19.9% | +58.4% | +42.1% |
| 1Y | +49.1% | -25.6% | +74.7% | +54.4% |
| 3Y | -14.9% | -29.9% | +15.0% | -9.2% |
| All | -14.9% | -30.8% | +15.9% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling