+73.5%
BA vs TMF
-86.8%
+160.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.9% |
| 7D | +1.2% | -1.4% | +2.6% | +1.0% |
| 30D | -11.6% | -2.8% | -8.8% | -11.8% |
| 3M | -2.4% | -10.9% | +8.5% | -3.4% |
| 6M | -6.6% | -21.3% | +14.7% | -8.8% |
| YTD | -2.2% | -15.9% | +13.6% | -3.8% |
| 1Y | -8.0% | -15.7% | +7.7% | -9.4% |
| 3Y | -5.0% | -43.4% | +38.4% | -9.0% |
| 5Y | -2.7% | -87.8% | +85.0% | -28.6% |
| All | +73.5% | -86.8% | +160.2% | +55.6% |
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