-0.5%
BA vs TLN
+583.6%
-584.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -2.9% | +0.3% |
| 7D | +1.2% | +7.1% | -5.9% | +0.1% |
| 30D | -11.6% | -3.9% | -7.7% | -11.2% |
| 3M | -2.4% | -16.2% | +13.8% | -0.3% |
| 6M | -6.6% | -5.8% | -0.8% | -6.9% |
| YTD | -2.2% | -15.4% | +13.2% | -1.4% |
| 1Y | -8.0% | -16.7% | +8.7% | -7.4% |
| 3Y | -5.0% | +473.8% | -478.7% | -29.0% |
| All | -0.5% | +583.6% | -584.1% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling