-10.0%
BA vs TDY
+9.8%
-19.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -2.7% | -1.9% | -0.8% | -2.0% |
| 30D | -12.2% | -12.5% | +0.3% | -7.6% |
| 3M | -2.0% | -0.8% | -1.2% | -1.6% |
| 6M | -6.0% | -9.0% | +3.0% | -3.7% |
| YTD | -5.7% | +16.8% | -22.5% | -9.2% |
| 1Y | -10.0% | +9.5% | -19.4% | -11.2% |
| All | -10.0% | +9.8% | -19.8% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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