+552.7%
BA vs TCOM
+2,922.3%
-2,369.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | +1.1% | +12.1% | -11.0% | -1.3% |
| 30D | -7.9% | +16.5% | -24.4% | -10.8% |
| 3M | -25.3% | -4.0% | -21.3% | -24.9% |
| 6M | -24.6% | -18.5% | -6.1% | -21.8% |
| YTD | -20.1% | -38.3% | +18.2% | -12.8% |
| 1Y | -11.8% | -36.6% | +24.8% | -4.3% |
| 3Y | -10.1% | +31.1% | -41.3% | -19.0% |
| 5Y | -22.7% | +47.6% | -70.3% | -35.6% |
| 10Y | +35.1% | +5.1% | +30.0% | +16.0% |
| All | +552.7% | +2,922.3% | -2,369.5% | +240.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling