-30.0%
BAX vs TMF
-42.2%
+12.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +1.0% |
| 7D | -1.1% | -1.4% | +0.3% | -1.0% |
| 30D | -5.5% | -2.8% | -2.6% | -5.1% |
| 3M | +33.5% | -10.9% | +44.4% | +35.3% |
| 6M | +35.9% | -21.3% | +57.2% | +39.4% |
| YTD | +35.4% | -15.9% | +51.2% | +37.8% |
| 1Y | +9.8% | -15.7% | +25.5% | +11.7% |
| All | -30.0% | -42.2% | +12.3% | -27.5% |
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