-23.1%
BA vs TMF
-87.8%
+64.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -0.1% | +2.7% | -2.8% | -0.2% |
| 30D | -9.1% | +19.3% | -28.4% | -9.8% |
| 3M | -28.2% | -3.7% | -24.5% | -28.1% |
| 6M | -23.1% | -11.3% | -11.8% | -22.8% |
| YTD | -20.6% | -16.6% | -4.0% | -20.2% |
| 1Y | -12.7% | -21.1% | +8.4% | -12.2% |
| 3Y | -11.6% | -26.8% | +15.3% | -11.4% |
| 5Y | -23.1% | -88.0% | +64.9% | -35.8% |
| All | -23.1% | -87.8% | +64.7% | -35.8% |
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