-45.4%
TE vs BAX
-67.6%
+22.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.6% |
| 3M | -42.0% | +21.8% | -63.8% | -45.4% |
| 6M | -31.4% | +36.3% | -67.7% | -37.7% |
| YTD | -26.5% | +27.8% | -54.3% | -33.0% |
| 1Y | +153.1% | -0.1% | +153.1% | +148.8% |
| 3Y | -20.7% | -33.3% | +12.6% | -11.4% |
| 5Y | -45.4% | -67.1% | +21.6% | -30.7% |
| All | -45.4% | -67.6% | +22.1% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling