-4.3%
BA vs TMO
+27.4%
-31.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.6% |
| 7D | -0.8% | -0.6% | -0.2% | -0.8% |
| 30D | -9.0% | +1.1% | -10.1% | -9.2% |
| 3M | -5.0% | +28.3% | -33.4% | -8.7% |
| 6M | -1.7% | +23.3% | -25.0% | -5.5% |
| YTD | -3.1% | +5.5% | -8.5% | -5.2% |
| 1Y | -4.3% | +24.5% | -28.9% | -7.2% |
| All | -4.3% | +27.4% | -31.7% | -7.2% |
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