-19.1%
TE vs BAX
-33.8%
+14.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.5% |
| 7D | +15.0% | -5.1% | +20.1% | +16.3% |
| 30D | -7.5% | -12.2% | +4.6% | -4.7% |
| 3M | -42.0% | +21.8% | -63.8% | -45.3% |
| 6M | -31.4% | +36.3% | -67.7% | -37.7% |
| YTD | -26.5% | +27.8% | -54.3% | -33.1% |
| 1Y | +153.1% | -0.1% | +153.1% | +152.5% |
| All | -19.1% | -33.8% | +14.6% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling