+23.3%
BA vs TFC
+79.2%
-55.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.8% |
| 7D | -1.1% | +2.3% | -3.4% | -2.5% |
| 30D | -7.1% | +10.8% | -17.9% | -12.8% |
| 3M | -25.5% | -3.8% | -21.8% | -23.9% |
| 6M | -28.7% | +9.6% | -38.3% | -33.1% |
| YTD | -21.0% | +5.8% | -26.8% | -24.8% |
| 1Y | -11.9% | +16.2% | -28.0% | -21.0% |
| 3Y | -16.2% | +96.0% | -112.1% | -48.4% |
| 5Y | -22.4% | +1.7% | -24.1% | -28.9% |
| All | +23.3% | +79.2% | -55.9% | -22.7% |
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