-47.7%
BA vs TE
-79.9%
+32.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.5% | +5.8% | -1.1% |
| 7D | -0.6% | -13.6% | +13.0% | +0.6% |
| 30D | -8.0% | -37.7% | +29.6% | -4.8% |
| 3M | -25.8% | -59.8% | +34.0% | -20.5% |
| 6M | -27.6% | -66.3% | +38.7% | -23.1% |
| YTD | -21.0% | -70.5% | +49.5% | -16.9% |
| 1Y | -12.3% | -48.8% | +36.6% | -13.2% |
| 3Y | -12.8% | +31.3% | -44.1% | -33.2% |
| 5Y | -22.4% | -82.0% | +59.7% | -22.7% |
| All | -47.7% | -79.9% | +32.2% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling