-10.5%
T vs BAX
+1.4%
-11.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.6% |
| 7D | -3.1% | -5.1% | +2.0% | -2.7% |
| 30D | +4.6% | -12.2% | +16.7% | +5.7% |
| 3M | +12.2% | +21.8% | -9.6% | +10.4% |
| 6M | -6.5% | +36.3% | -42.8% | -8.5% |
| YTD | +4.9% | +27.8% | -22.9% | +1.4% |
| 1Y | -10.5% | -0.1% | -10.4% | -11.9% |
| All | -10.5% | +1.4% | -11.9% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling