-3.5%
BA vs TDY
+33.5%
-37.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.1% |
| 7D | -1.2% | -1.8% | +0.7% | -0.1% |
| 30D | -11.3% | -13.8% | +2.4% | -3.6% |
| 3M | -3.8% | -3.9% | +0.1% | -1.8% |
| 6M | -8.3% | -9.0% | +0.7% | -3.5% |
| YTD | -4.9% | +16.5% | -21.5% | -14.2% |
| 1Y | -10.1% | +9.3% | -19.3% | -16.1% |
| 3Y | -2.3% | +45.1% | -47.4% | -24.3% |
| 5Y | -3.5% | +35.0% | -38.5% | -22.9% |
| All | -3.5% | +33.5% | -37.0% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling