+1,872.1%
T vs BAX
+900.4%
+971.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -3.0% | -2.2% |
| 7D | -1.3% | -1.1% | -0.1% | -1.0% |
| 30D | +11.4% | -5.5% | +16.8% | +12.8% |
| 3M | +14.3% | +33.5% | -19.2% | +6.0% |
| 6M | -9.3% | +35.9% | -45.1% | -16.7% |
| YTD | +7.1% | +35.4% | -28.3% | -2.5% |
| 1Y | -9.1% | +9.8% | -18.8% | -13.3% |
| 3Y | +105.3% | -32.7% | +138.1% | +115.4% |
| 5Y | +66.8% | -65.6% | +132.4% | +105.5% |
| 10Y | +66.8% | -34.9% | +101.7% | +72.2% |
| All | +1,872.1% | +900.4% | +971.7% | +911.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling