+29.5%
TPR vs BAX
+47.2%
-17.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +12.1% | +3.6% | +8.4% | +11.0% |
| 30D | +16.7% | +8.5% | +8.2% | +13.6% |
| 3M | -17.4% | -4.9% | -12.5% | -16.5% |
| 6M | +2.3% | +47.0% | -44.7% | -8.8% |
| YTD | +7.1% | +38.4% | -31.3% | -5.2% |
| 1Y | +29.5% | +49.1% | -19.6% | +12.2% |
| All | +29.5% | +47.2% | -17.7% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling