+537.5%
BA vs TDY
+7,574.9%
-7,037.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -0.6% | +9.4% | -10.0% | -3.7% |
| 30D | -8.0% | +5.9% | -14.0% | -10.1% |
| 3M | -25.8% | -5.7% | -20.1% | -24.5% |
| 6M | -27.6% | +2.4% | -30.0% | -28.5% |
| YTD | -21.0% | +26.8% | -47.8% | -27.7% |
| 1Y | -12.3% | +24.7% | -36.9% | -19.3% |
| 3Y | -12.8% | +69.2% | -81.9% | -28.0% |
| 5Y | -22.4% | +45.7% | -68.1% | -32.7% |
| 10Y | +24.6% | +444.2% | -419.6% | -22.7% |
| All | +537.5% | +7,574.9% | -7,037.4% | +138.8% |
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