+25.3%
BAX vs TNA
+1,004.3%
-979.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -1.1% | -0.1% | -1.1% | -1.1% |
| 30D | -5.5% | -4.9% | -0.5% | -4.8% |
| 3M | +33.5% | +0.4% | +33.2% | +33.0% |
| 6M | +35.9% | +32.5% | +3.3% | +29.2% |
| YTD | +35.4% | +53.7% | -18.4% | +25.6% |
| 1Y | +9.8% | +65.1% | -55.4% | +0.1% |
| 3Y | -32.7% | +98.4% | -131.2% | -43.3% |
| 5Y | -65.6% | -22.5% | -43.1% | -68.8% |
| 10Y | -34.9% | +82.5% | -117.4% | -56.2% |
| All | +25.3% | +1,004.3% | -979.1% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling