-10.6%
BA vs TMO
+26.9%
-37.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +2.0% |
| 7D | +5.9% | +0.3% | +5.6% | +5.9% |
| 30D | -8.2% | +4.3% | -12.5% | -8.7% |
| 3M | -25.4% | +25.1% | -50.5% | -28.2% |
| 6M | -20.0% | +52.9% | -72.9% | -25.9% |
| YTD | -18.5% | +22.2% | -40.7% | -21.5% |
| 1Y | -10.6% | +25.4% | -36.0% | -13.9% |
| All | -10.6% | +26.9% | -37.5% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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