+36.1%
TPR vs BAX
+44.0%
-7.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.2% |
| 7D | +14.2% | +12.1% | +2.1% | +10.8% |
| 30D | +17.1% | +7.6% | +9.5% | +14.2% |
| 3M | -17.7% | -4.5% | -13.2% | -17.0% |
| 6M | -10.2% | +52.0% | -62.2% | -20.8% |
| YTD | +4.9% | +35.1% | -30.2% | -6.1% |
| 1Y | +36.1% | +43.7% | -7.6% | +19.8% |
| All | +36.1% | +44.0% | -7.9% | +19.8% |
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 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