-47.4%
BA vs TE
-76.6%
+29.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.3% |
| 7D | -1.7% | -10.5% | +8.8% | -1.0% |
| 30D | -9.5% | -32.4% | +23.0% | -6.9% |
| 3M | -26.5% | -60.9% | +34.4% | -21.0% |
| 6M | -27.4% | -62.8% | +35.4% | -23.5% |
| YTD | -20.6% | -65.7% | +45.1% | -17.5% |
| 1Y | -11.4% | -39.9% | +28.5% | -13.8% |
| 3Y | -10.8% | +10.6% | -21.5% | -29.4% |
| 5Y | -21.9% | -79.7% | +57.7% | -23.0% |
| All | -47.4% | -76.6% | +29.1% | -47.8% |
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