-0.3%
BA vs TDY
+47.5%
-47.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | +2.5% | -0.9% | +3.4% | +2.9% |
| 30D | -10.1% | -12.5% | +2.4% | -4.0% |
| 3M | -2.4% | -1.2% | -1.2% | -1.9% |
| 6M | -8.8% | -6.6% | -2.2% | -6.0% |
| YTD | -2.9% | +18.5% | -21.4% | -11.9% |
| 1Y | -8.8% | +10.8% | -19.5% | -14.5% |
| 3Y | -0.3% | +47.5% | -47.8% | -21.6% |
| All | -0.3% | +47.5% | -47.8% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling