-11.5%
BA vs TLN
-8.1%
-3.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.2% | -7.8% | -1.3% |
| 7D | -1.7% | +9.1% | -10.8% | -2.8% |
| 30D | -9.5% | -4.1% | -5.4% | -9.1% |
| 3M | -26.5% | +4.4% | -30.9% | -27.2% |
| 6M | -27.4% | -6.0% | -21.4% | -27.8% |
| YTD | -20.6% | -3.1% | -17.5% | -22.2% |
| All | -11.5% | -8.1% | -3.4% | -13.6% |
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 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