+44.0%
BAX vs TNA
-13.2%
+57.2%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -1.0% |
| 7D | +0.4% | +7.7% | -7.4% | -1.6% |
| 30D | +3.4% | -0.7% | +4.1% | +3.1% |
| 3M | -4.5% | -25.4% | +20.9% | +2.8% |
| 6M | +44.0% | -11.8% | +55.8% | +48.1% |
| All | +44.0% | -13.2% | +57.2% | +48.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling