+1.0%
BAX vs TNA
+50.2%
-49.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.2% | 0.0% |
| 7D | -5.4% | -7.6% | +2.2% | -3.2% |
| 30D | -12.4% | -13.6% | +1.2% | -8.6% |
| 3M | +19.1% | +2.8% | +16.3% | +17.6% |
| 6M | +38.6% | +34.5% | +4.1% | +23.8% |
| YTD | +26.7% | +41.0% | -14.3% | +12.2% |
| 1Y | +1.0% | +52.0% | -51.0% | -15.5% |
| All | +1.0% | +50.2% | -49.2% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling