+66.1%
T vs BAX
-67.0%
+133.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.4% | +0.2% |
| 7D | -1.5% | -2.4% | +0.9% | -1.2% |
| 30D | +7.6% | -9.7% | +17.3% | +9.2% |
| 3M | +15.3% | +29.3% | -14.0% | +10.6% |
| 6M | -8.5% | +40.7% | -49.1% | -13.6% |
| YTD | +6.8% | +30.3% | -23.5% | +1.3% |
| 1Y | -7.2% | +3.4% | -10.6% | -8.7% |
| 3Y | +108.2% | -32.0% | +140.3% | +117.7% |
| 5Y | +66.1% | -66.9% | +132.9% | +105.5% |
| All | +66.1% | -67.0% | +133.1% | +105.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling