+73.5%
BA vs TFC
+102.1%
-28.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.2% | +2.4% | -1.3% | -0.3% |
| 30D | -11.6% | -1.3% | -10.3% | -11.0% |
| 3M | -2.4% | +6.1% | -8.4% | -6.4% |
| 6M | -6.6% | +7.3% | -14.0% | -11.3% |
| YTD | -2.2% | +8.2% | -10.4% | -8.2% |
| 1Y | -8.0% | +14.4% | -22.4% | -17.0% |
| 3Y | -5.0% | +93.7% | -98.7% | -41.4% |
| 5Y | -2.7% | +16.4% | -19.1% | -19.5% |
| All | +73.5% | +102.1% | -28.6% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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