+1,593.1%
T vs BAX
+922.9%
+670.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.2% |
| 7D | +1.7% | +9.0% | -7.4% | -0.5% |
| 30D | -1.7% | +8.5% | -10.2% | -3.9% |
| 3M | -7.3% | -4.1% | -3.2% | -6.8% |
| 6M | -11.2% | +46.9% | -58.1% | -19.9% |
| YTD | -8.1% | +38.4% | -46.4% | -17.1% |
| 1Y | -8.0% | +47.0% | -55.0% | -18.4% |
| 3Y | +62.1% | -14.9% | +77.1% | +59.7% |
| 5Y | +55.7% | -62.5% | +118.2% | +87.1% |
| 10Y | +54.1% | -33.9% | +88.0% | +58.1% |
| All | +1,593.1% | +922.9% | +670.2% | +760.6% |
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