-11.9%
BA vs TMO
+19.9%
-31.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.1% | +0.8% | -1.9% | -1.2% |
| 30D | -7.1% | +4.0% | -11.1% | -7.6% |
| 3M | -25.5% | +17.6% | -43.1% | -27.6% |
| 6M | -28.7% | +57.3% | -86.0% | -34.3% |
| YTD | -21.0% | +21.2% | -42.2% | -23.7% |
| 1Y | -11.9% | +21.1% | -33.0% | -15.1% |
| All | -11.9% | +19.9% | -31.8% | -15.1% |
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