-63.3%
BAX vs TMF
-88.3%
+25.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.6% | -3.4% | +2.8% | -0.4% |
| 30D | +6.3% | +11.5% | -5.2% | +5.5% |
| 3M | -4.6% | -4.5% | -0.1% | -4.3% |
| 6M | +50.4% | -15.0% | +65.4% | +51.8% |
| YTD | +38.0% | -19.9% | +57.9% | +39.7% |
| 1Y | +44.6% | -26.6% | +71.2% | +47.0% |
| 3Y | -15.1% | -29.8% | +14.7% | -13.9% |
| 5Y | -63.3% | -88.2% | +24.9% | -63.7% |
| All | -63.3% | -88.3% | +25.0% | -63.7% |
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