-0.9%
BA vs TE
-47.8%
+46.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | +1.2% | -4.0% | +5.1% | +1.5% |
| 30D | -11.6% | -15.9% | +4.3% | -10.5% |
| 3M | -2.4% | -60.5% | +58.2% | +4.1% |
| 6M | -6.6% | -35.2% | +28.6% | -6.4% |
| YTD | -2.2% | -31.1% | +28.9% | -3.6% |
| 1Y | -8.0% | +148.6% | -156.7% | -23.0% |
| 3Y | -5.0% | -26.4% | +21.4% | -11.9% |
| All | -0.9% | -47.8% | +46.9% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling