-0.9%
BA vs TMF
-87.5%
+86.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | +1.2% | -1.4% | +2.6% | +1.2% |
| 30D | -11.6% | -2.8% | -8.8% | -11.5% |
| 3M | -2.4% | -10.9% | +8.5% | -2.0% |
| 6M | -6.6% | -21.3% | +14.7% | -6.1% |
| YTD | -2.2% | -15.9% | +13.6% | -1.8% |
| 1Y | -8.0% | -15.7% | +7.7% | -7.6% |
| 3Y | -5.0% | -43.4% | +38.4% | -4.4% |
| All | -0.9% | -87.5% | +86.6% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling