-18.2%
BA vs TLN
+716.6%
-734.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | 0.0% |
| 7D | -1.4% | +15.9% | -17.3% | -3.5% |
| 30D | -7.9% | -0.3% | -7.6% | -8.1% |
| 3M | -25.2% | +5.8% | -31.0% | -26.3% |
| 6M | -26.7% | -1.2% | -25.5% | -27.6% |
| YTD | -19.6% | +1.0% | -20.6% | -21.5% |
| 1Y | -10.6% | +1.1% | -11.7% | -12.9% |
| 3Y | -11.2% | +591.7% | -603.0% | -36.1% |
| All | -18.2% | +716.6% | -734.8% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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