+31.8%
BA vs TMF
-84.4%
+116.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +1.1% | +1.2% | -0.1% | +1.2% |
| 30D | -7.9% | +19.7% | -27.7% | -6.4% |
| 3M | -25.3% | -2.1% | -23.2% | -25.4% |
| 6M | -24.6% | -13.4% | -11.1% | -25.6% |
| YTD | -20.1% | -16.7% | -3.4% | -21.5% |
| 1Y | -11.8% | -23.3% | +11.6% | -13.9% |
| 3Y | -10.1% | -24.8% | +14.7% | -10.8% |
| 5Y | -22.7% | -88.0% | +65.3% | -44.0% |
| All | +31.8% | -84.4% | +116.2% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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