+8,398.6%
TPR vs BAX
+84.7%
+8,313.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.2% |
| 7D | +14.2% | +12.1% | +2.1% | +8.9% |
| 30D | +17.1% | +7.6% | +9.5% | +13.0% |
| 3M | -17.7% | -4.5% | -13.2% | -16.8% |
| 6M | -10.2% | +52.0% | -62.2% | -25.6% |
| YTD | +4.9% | +35.1% | -30.2% | -10.1% |
| 1Y | +36.1% | +43.7% | -7.6% | +13.4% |
| 3Y | +416.5% | -20.9% | +437.4% | +423.9% |
| 5Y | +254.8% | -63.5% | +318.3% | +394.7% |
| 10Y | +391.7% | -36.0% | +427.7% | +440.2% |
| All | +8,398.6% | +84.7% | +8,313.9% | +5,901.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling