+62.5%
T vs BAX
-35.8%
+98.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +2.5% | +0.1% | +2.5% | +2.5% |
| 30D | -3.8% | +4.1% | -7.8% | -4.8% |
| 3M | -8.7% | -4.5% | -4.2% | -8.1% |
| 6M | -8.1% | +49.2% | -57.4% | -17.0% |
| YTD | -6.4% | +35.2% | -41.7% | -14.8% |
| 1Y | -9.8% | +38.3% | -48.0% | -18.3% |
| 3Y | +65.5% | -19.0% | +84.5% | +66.0% |
| 5Y | +57.0% | -64.2% | +121.1% | +104.9% |
| All | +62.5% | -35.8% | +98.3% | +99.3% |
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