+688.8%
BA vs TDY
+7,137.3%
-6,448.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | +1.2% | -1.8% | +3.0% | +1.8% |
| 30D | -11.6% | -10.7% | -0.9% | -8.1% |
| 3M | -2.4% | -1.3% | -1.1% | -2.0% |
| 6M | -6.6% | -10.6% | +3.9% | -3.1% |
| YTD | -2.2% | +19.6% | -21.8% | -8.5% |
| 1Y | -8.0% | +11.6% | -19.7% | -12.0% |
| 3Y | -5.0% | +45.2% | -50.2% | -17.2% |
| 5Y | -2.7% | +36.1% | -38.8% | -13.5% |
| 10Y | +75.9% | +458.8% | -383.0% | +9.3% |
| All | +688.8% | +7,137.3% | -6,448.5% | +202.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling