-3.5%
BA vs TMO
+7.0%
-10.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.5% | -2.2% |
| 7D | -1.2% | -0.5% | -0.7% | -1.0% |
| 30D | -11.3% | +1.0% | -12.3% | -11.7% |
| 3M | -3.8% | +22.7% | -26.5% | -10.1% |
| 6M | -8.3% | +19.0% | -27.3% | -13.8% |
| YTD | -4.9% | +4.7% | -9.7% | -7.0% |
| 1Y | -10.1% | +26.0% | -36.1% | -17.9% |
| 3Y | -2.3% | +18.0% | -20.3% | -10.6% |
| 5Y | -3.5% | +8.0% | -11.5% | -16.2% |
| All | -3.5% | +7.0% | -10.5% | -16.2% |
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 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