-53.4%
TE vs BAX
-68.7%
+15.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.9% | -6.6% |
| 7D | +0.9% | -5.4% | +6.3% | +1.9% |
| 30D | -16.3% | -12.4% | -3.9% | -14.2% |
| 3M | -40.8% | +19.1% | -59.9% | -43.1% |
| 6M | -42.6% | +38.6% | -81.2% | -46.7% |
| YTD | -31.4% | +26.7% | -58.1% | -35.8% |
| 1Y | +144.9% | +1.0% | +143.9% | +140.7% |
| 3Y | -26.0% | -33.9% | +7.9% | -20.4% |
| 5Y | -48.5% | -67.0% | +18.6% | -43.1% |
| All | -53.4% | -68.7% | +15.3% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling