-53.2%
TE vs BAX
-66.5%
+13.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -4.0% | -1.1% | -2.8% | -3.7% |
| 30D | -15.9% | -5.5% | -10.5% | -15.0% |
| 3M | -60.5% | +33.5% | -94.1% | -63.0% |
| 6M | -35.2% | +35.9% | -71.1% | -39.5% |
| YTD | -31.1% | +35.4% | -66.5% | -36.2% |
| 1Y | +148.6% | +9.8% | +138.9% | +140.5% |
| 3Y | -26.4% | -32.7% | +6.3% | -21.3% |
| 5Y | -48.0% | -65.6% | +17.5% | -43.3% |
| All | -53.2% | -66.5% | +13.4% | -48.4% |
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