+318.5%
TPR vs BAX
-34.3%
+352.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | -2.3% | -1.1% | -1.2% | -1.9% |
| 30D | -23.0% | -5.5% | -17.5% | -21.3% |
| 3M | -12.5% | +33.5% | -46.0% | -22.1% |
| 6M | -21.4% | +35.9% | -57.3% | -30.9% |
| YTD | -3.5% | +35.4% | -38.9% | -16.0% |
| 1Y | +17.4% | +9.8% | +7.6% | +10.0% |
| 3Y | +291.3% | -32.7% | +324.0% | +331.6% |
| 5Y | +241.9% | -65.6% | +307.5% | +435.2% |
| All | +318.5% | -34.3% | +352.8% | +479.8% |
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