+18.0%
TPR vs BAX
+6.7%
+11.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -2.3% | -1.1% | -1.2% | -2.0% |
| 30D | -23.0% | -5.5% | -17.5% | -21.8% |
| 3M | -12.5% | +33.5% | -46.0% | -19.4% |
| 6M | -21.4% | +35.9% | -57.3% | -28.4% |
| YTD | -3.5% | +35.4% | -38.9% | -13.0% |
| All | +18.0% | +6.7% | +11.3% | +13.4% |
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 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