-2.8%
BA vs TEM
+111.1%
-113.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.0% | -11.6% | -1.7% |
| 7D | -1.7% | +7.6% | -9.3% | -2.5% |
| 30D | -9.5% | +19.0% | -28.5% | -11.3% |
| 3M | -26.5% | +62.2% | -88.7% | -31.2% |
| 6M | -27.4% | +69.4% | -96.7% | -32.8% |
| YTD | -20.6% | +43.0% | -63.6% | -25.7% |
| 1Y | -11.4% | +18.0% | -29.4% | -15.6% |
| All | -2.8% | +111.1% | -113.9% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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