-20.6%
BA vs TFC
-1.6%
-19.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | 0.0% | +1.7% | -1.7% | -0.7% |
| 30D | -8.9% | +9.0% | -17.9% | -12.0% |
| 3M | -25.5% | -2.1% | -23.4% | -24.9% |
| 6M | -27.0% | +3.4% | -30.3% | -28.2% |
| YTD | -20.1% | +5.3% | -25.4% | -22.5% |
| 1Y | -11.0% | +16.2% | -27.2% | -17.1% |
| 3Y | -11.8% | +94.8% | -106.6% | -34.6% |
| 5Y | -20.6% | -0.7% | -20.0% | -12.3% |
| All | -20.6% | -1.6% | -19.0% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling