+29.9%
BAX vs TMF
-68.9%
+98.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +1.0% |
| 7D | -1.1% | -1.4% | +0.3% | -1.2% |
| 30D | -5.5% | -2.8% | -2.6% | -5.6% |
| 3M | +33.5% | -10.9% | +44.4% | +32.5% |
| 6M | +35.9% | -21.3% | +57.2% | +33.5% |
| YTD | +35.4% | -15.9% | +51.2% | +33.8% |
| 1Y | +9.8% | -15.7% | +25.5% | +8.5% |
| 3Y | -32.7% | -43.4% | +10.6% | -35.0% |
| 5Y | -65.6% | -87.8% | +22.2% | -71.4% |
| 10Y | -34.9% | -86.7% | +51.8% | -42.8% |
| All | +29.9% | -68.9% | +98.8% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling