-20.4%
BA vs TMO
+15.9%
-36.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -1.4% | +1.6% | -3.0% | -1.9% |
| 30D | -7.9% | +8.4% | -16.3% | -10.3% |
| 3M | -25.2% | +18.7% | -43.9% | -29.4% |
| 6M | -26.7% | +58.9% | -85.6% | -37.4% |
| YTD | -19.6% | +24.2% | -43.8% | -25.8% |
| 1Y | -10.6% | +22.8% | -33.4% | -17.2% |
| 3Y | -11.2% | +61.6% | -72.8% | -28.0% |
| 5Y | -20.4% | +15.3% | -35.7% | -35.9% |
| All | -20.4% | +15.9% | -36.4% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling