+68.4%
T vs BAX
-37.8%
+106.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.3% |
| 7D | -3.1% | -5.1% | +2.0% | -2.0% |
| 30D | +4.6% | -12.2% | +16.7% | +7.6% |
| 3M | +12.2% | +21.8% | -9.6% | +6.8% |
| 6M | -6.5% | +36.3% | -42.8% | -13.7% |
| YTD | +4.9% | +27.8% | -22.9% | -2.8% |
| 1Y | -10.5% | -0.1% | -10.4% | -12.1% |
| 3Y | +104.6% | -33.3% | +137.9% | +117.3% |
| 5Y | +64.2% | -67.1% | +131.3% | +118.7% |
| 10Y | +68.4% | -36.9% | +105.4% | +100.9% |
| All | +68.4% | -37.8% | +106.2% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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