-3.2%
BA vs TEM
+89.7%
-93.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.7% | -1.3% |
| 7D | -0.6% | +7.8% | -8.3% | -1.4% |
| 30D | -8.0% | +11.2% | -19.3% | -9.3% |
| 3M | -25.8% | +39.0% | -64.8% | -29.4% |
| 6M | -27.6% | +61.6% | -89.2% | -32.7% |
| YTD | -21.0% | +28.5% | -49.5% | -25.3% |
| 1Y | -12.3% | +6.7% | -19.0% | -15.6% |
| All | -3.2% | +89.7% | -93.0% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling