+1,821.9%
BA vs TMO
+8,241.0%
-6,419.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +1.2% | -1.4% | +2.5% | +1.6% |
| 30D | -11.6% | +6.2% | -17.9% | -13.5% |
| 3M | -2.4% | +27.5% | -29.8% | -10.5% |
| 6M | -6.6% | +20.0% | -26.6% | -13.0% |
| YTD | -2.2% | +6.1% | -8.4% | -5.3% |
| 1Y | -8.0% | +25.8% | -33.9% | -16.3% |
| 3Y | -5.0% | +11.2% | -16.2% | -11.3% |
| 5Y | -2.7% | +9.6% | -12.3% | -10.1% |
| 10Y | +75.9% | +317.8% | -241.9% | +0.8% |
| All | +1,821.9% | +8,241.0% | -6,419.0% | +316.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling