+544.3%
BA vs TDY
+7,557.8%
-7,013.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.4% |
| 7D | 0.0% | -2.6% | +2.7% | +0.8% |
| 30D | -8.9% | +5.3% | -14.2% | -10.8% |
| 3M | -25.5% | -6.4% | -19.1% | -24.0% |
| 6M | -27.0% | +4.0% | -30.9% | -28.2% |
| YTD | -20.1% | +26.5% | -46.7% | -26.9% |
| 1Y | -11.0% | +24.2% | -35.2% | -18.1% |
| 3Y | -11.8% | +68.8% | -80.6% | -27.2% |
| 5Y | -20.6% | +45.9% | -66.5% | -31.3% |
| 10Y | +26.6% | +451.1% | -424.5% | -21.6% |
| All | +544.3% | +7,557.8% | -7,013.5% | +141.5% |
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 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