-63.9%
BAX vs TMF
-88.0%
+24.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +12.1% | +1.2% | +10.9% | +12.0% |
| 30D | +7.6% | +19.7% | -12.1% | +6.3% |
| 3M | -4.5% | -2.1% | -2.4% | -4.4% |
| 6M | +52.0% | -13.4% | +65.5% | +53.2% |
| YTD | +35.1% | -16.7% | +51.9% | +36.4% |
| 1Y | +43.7% | -23.3% | +67.1% | +45.6% |
| 3Y | -20.9% | -24.8% | +3.9% | -20.0% |
| All | -63.9% | -88.0% | +24.1% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling