-11.8%
BA vs TLN
-13.3%
+1.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | -0.2% |
| 7D | +1.1% | -1.3% | +2.4% | +1.1% |
| 30D | -7.9% | -10.5% | +2.6% | -6.9% |
| 3M | -25.3% | +0.1% | -25.4% | -25.8% |
| 6M | -24.6% | -17.4% | -7.2% | -24.0% |
| YTD | -20.1% | -9.7% | -10.5% | -21.2% |
| 1Y | -11.8% | -12.3% | +0.5% | -13.2% |
| All | -11.8% | -13.3% | +1.5% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling