-11.8%
BA vs TFC
+17.2%
-29.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +1.1% | +1.2% | -0.1% | +0.7% |
| 30D | -7.9% | +8.3% | -16.3% | -9.9% |
| 3M | -25.3% | -5.2% | -20.1% | -24.4% |
| 6M | -24.6% | -0.8% | -23.8% | -24.5% |
| YTD | -20.1% | +3.4% | -23.6% | -20.7% |
| 1Y | -11.8% | +17.0% | -28.8% | -11.4% |
| All | -11.8% | +17.2% | -29.0% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling