-22.1%
BA vs TFC
-2.5%
-19.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +1.1% | +1.2% | -0.1% | +0.6% |
| 30D | -7.9% | +8.3% | -16.3% | -10.8% |
| 3M | -25.3% | -5.2% | -20.1% | -23.7% |
| 6M | -24.6% | -0.8% | -23.8% | -24.7% |
| YTD | -20.1% | +3.4% | -23.6% | -21.9% |
| 1Y | -11.8% | +17.0% | -28.8% | -18.1% |
| 3Y | -10.1% | +86.2% | -96.3% | -32.1% |
| All | -22.1% | -2.5% | -19.6% | -12.7% |
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 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