+148.6%
TE vs BAX
+9.9%
+138.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.4% |
| 7D | -4.0% | -1.1% | -2.8% | -4.0% |
| 30D | -15.9% | -5.5% | -10.5% | -16.2% |
| 3M | -60.5% | +33.5% | -94.1% | -58.9% |
| 6M | -35.2% | +35.9% | -71.1% | -32.7% |
| YTD | -31.1% | +35.4% | -66.5% | -25.7% |
| 1Y | +148.6% | +9.8% | +138.9% | +172.5% |
| All | +148.6% | +9.9% | +138.7% | +172.5% |
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 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