+73.6%
BA vs TCOM
-8.6%
+82.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +1.2% | -9.5% | +10.7% | +4.1% |
| 30D | -11.6% | -10.7% | -0.9% | -8.8% |
| 3M | -2.4% | -14.6% | +12.2% | +1.6% |
| 6M | -6.6% | -19.3% | +12.7% | -1.2% |
| YTD | -2.2% | -42.9% | +40.7% | +13.6% |
| 1Y | -8.0% | -43.8% | +35.8% | +7.2% |
| 3Y | -5.0% | +2.1% | -7.1% | -13.8% |
| 5Y | -2.7% | +31.2% | -33.9% | -26.0% |
| All | +73.6% | -8.6% | +82.1% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling