-11.8%
BA vs TDY
+70.8%
-82.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.4% |
| 7D | 0.0% | -2.6% | +2.7% | +1.1% |
| 30D | -8.9% | +5.3% | -14.2% | -11.6% |
| 3M | -25.5% | -6.4% | -19.1% | -23.4% |
| 6M | -27.0% | +4.0% | -30.9% | -28.9% |
| YTD | -20.1% | +26.5% | -46.7% | -30.2% |
| 1Y | -11.0% | +24.2% | -35.2% | -21.5% |
| 3Y | -11.8% | +68.8% | -80.6% | -33.5% |
| All | -11.8% | +70.8% | -82.6% | -33.5% |
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