+1,480.5%
BA vs TMO
+9,660.8%
-8,180.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -1.4% | +1.6% | -3.0% | -2.0% |
| 30D | -7.9% | +8.4% | -16.3% | -10.5% |
| 3M | -25.2% | +18.7% | -43.9% | -29.7% |
| 6M | -26.7% | +58.9% | -85.6% | -37.9% |
| YTD | -19.6% | +24.2% | -43.8% | -26.4% |
| 1Y | -10.6% | +22.8% | -33.4% | -17.9% |
| 3Y | -11.2% | +61.6% | -72.8% | -27.3% |
| 5Y | -20.4% | +15.3% | -35.7% | -27.8% |
| 10Y | +26.8% | +388.1% | -361.4% | -31.3% |
| All | +1,480.5% | +9,660.8% | -8,180.3% | +223.8% |
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