+55.7%
T vs BAX
-63.0%
+118.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.4% |
| 7D | +1.7% | +9.0% | -7.4% | +0.4% |
| 30D | -1.7% | +8.5% | -10.2% | -3.0% |
| 3M | -7.3% | -4.1% | -3.2% | -6.9% |
| 6M | -11.2% | +46.9% | -58.1% | -16.6% |
| YTD | -8.1% | +38.4% | -46.4% | -13.7% |
| 1Y | -8.0% | +47.0% | -55.0% | -14.6% |
| 3Y | +62.1% | -14.9% | +77.1% | +61.6% |
| 5Y | +55.7% | -62.5% | +118.2% | +85.0% |
| All | +55.7% | -63.0% | +118.7% | +85.0% |
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