+71.1%
BA vs TMO
+333.5%
-262.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -2.7% | -2.5% | -0.2% | -1.8% |
| 30D | -12.2% | -0.3% | -11.9% | -12.2% |
| 3M | -2.0% | +25.3% | -27.3% | -10.4% |
| 6M | -6.0% | +20.9% | -26.8% | -13.3% |
| YTD | -5.7% | +4.3% | -10.0% | -8.2% |
| 1Y | -10.0% | +27.0% | -37.0% | -19.6% |
| 3Y | -3.1% | +17.5% | -20.6% | -12.5% |
| 5Y | -2.6% | +6.9% | -9.6% | -10.9% |
| All | +71.1% | +333.5% | -262.4% | -16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling