+58.8%
T vs BAX
-34.5%
+93.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.6% | +3.6% | -1.1% | +1.7% |
| 30D | -1.1% | +8.5% | -9.6% | -3.1% |
| 3M | -7.7% | -4.9% | -2.9% | -7.0% |
| 6M | -10.6% | +47.0% | -57.6% | -18.9% |
| YTD | -7.5% | +38.4% | -45.9% | -16.1% |
| 1Y | -7.4% | +49.1% | -56.6% | -17.8% |
| 3Y | +63.1% | -14.9% | +77.9% | +61.3% |
| 5Y | +55.2% | -63.1% | +118.3% | +101.0% |
| 10Y | +58.8% | -35.6% | +94.4% | +91.7% |
| All | +58.8% | -34.5% | +93.3% | +91.7% |
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