-39.3%
BAX vs TNA
+86.1%
-125.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.6% | -1.8% |
| 7D | -7.9% | -7.3% | -0.6% | -6.7% |
| 30D | -11.7% | -14.2% | +2.5% | -9.4% |
| 3M | +16.2% | -4.6% | +20.8% | +17.0% |
| 6M | +32.0% | +36.9% | -5.0% | +24.4% |
| YTD | +24.7% | +42.5% | -17.8% | +16.6% |
| 1Y | -2.6% | +45.8% | -48.4% | -9.9% |
| 3Y | -35.0% | +104.7% | -139.6% | -46.0% |
| 5Y | -67.6% | -21.7% | -45.9% | -71.0% |
| All | -39.3% | +86.1% | -125.4% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling