+396.0%
TPR vs BAX
-18.0%
+414.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +15.1% | +4.1% | +11.0% | +13.6% |
| 3M | +3.5% | -4.5% | +8.1% | +4.3% |
| 6M | +0.4% | +49.2% | -48.8% | -9.4% |
| YTD | +4.6% | +35.2% | -30.6% | -4.3% |
| 1Y | +33.1% | +38.3% | -5.2% | +21.0% |
| 3Y | +396.0% | -19.0% | +415.0% | +356.8% |
| All | +396.0% | -18.0% | +414.0% | +356.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling