+26.6%
BA vs TNA
+53.9%
-27.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +1.3% |
| 7D | 0.0% | -0.5% | +0.5% | -0.4% |
| 30D | -8.9% | -0.7% | -8.2% | -9.7% |
| 3M | -25.5% | -21.5% | -4.1% | -19.6% |
| 6M | -27.0% | -11.2% | -15.7% | -25.4% |
| YTD | -20.1% | +27.0% | -47.1% | -30.2% |
| 1Y | -11.0% | +28.0% | -39.0% | -23.2% |
| 3Y | -11.8% | +142.9% | -154.8% | -49.8% |
| 5Y | -20.6% | -42.6% | +21.9% | -28.6% |
| 10Y | +26.6% | +53.3% | -26.6% | -41.8% |
| All | +26.6% | +53.9% | -27.3% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling