-20.6%
BA vs TMF
-88.9%
+68.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.7% |
| 7D | 0.0% | -1.1% | +1.1% | +0.1% |
| 30D | -8.9% | +11.8% | -20.7% | -9.3% |
| 3M | -25.5% | -4.0% | -21.5% | -25.4% |
| 6M | -27.0% | -16.5% | -10.4% | -26.5% |
| YTD | -20.1% | -19.9% | -0.2% | -19.6% |
| 1Y | -11.0% | -25.6% | +14.6% | -10.3% |
| 3Y | -11.8% | -29.9% | +18.0% | -11.5% |
| 5Y | -20.6% | -88.2% | +67.6% | -33.9% |
| All | -20.6% | -88.9% | +68.2% | -33.9% |
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