-35.7%
BA vs TE
-48.3%
+12.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.0% | -10.7% | -1.6% |
| 7D | +2.5% | +18.2% | -15.8% | +0.9% |
| 30D | -10.1% | -13.5% | +3.4% | -9.2% |
| 3M | -2.4% | -44.6% | +42.2% | +1.3% |
| 6M | -8.8% | -24.7% | +15.9% | -9.9% |
| YTD | -2.9% | -24.3% | +21.3% | -5.2% |
| 1Y | -8.8% | +155.6% | -164.3% | -23.9% |
| 3Y | -0.3% | -18.3% | +18.0% | -10.3% |
| 5Y | -0.3% | -41.3% | +41.0% | -10.9% |
| All | -35.7% | -48.3% | +12.5% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling