-12.3%
BA vs TMF
-29.9%
+17.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -0.3% |
| 7D | -0.6% | -8.2% | +7.6% | +2.1% |
| 30D | -8.0% | +5.3% | -13.4% | -9.9% |
| 3M | -25.8% | -8.5% | -17.3% | -23.8% |
| 6M | -27.6% | -17.2% | -10.4% | -23.0% |
| YTD | -21.0% | -23.4% | +2.4% | -14.2% |
| 1Y | -12.3% | -30.2% | +18.0% | -4.2% |
| All | -12.3% | -29.9% | +17.6% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling