-18.7%
BA vs TLN
+630.2%
-648.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | -0.5% |
| 7D | +1.1% | -1.3% | +2.4% | +1.1% |
| 30D | -7.9% | -10.5% | +2.6% | -6.7% |
| 3M | -25.3% | +0.1% | -25.4% | -25.9% |
| 6M | -24.6% | -17.4% | -7.2% | -23.5% |
| YTD | -20.1% | -9.7% | -10.5% | -20.7% |
| 1Y | -11.8% | -12.3% | +0.5% | -12.3% |
| 3Y | -10.1% | +528.3% | -538.4% | -34.6% |
| All | -18.7% | +630.2% | -648.9% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling