+78.2%
BA vs TNA
+81.5%
-3.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | +2.5% | +4.1% | -1.6% | +0.9% |
| 30D | -10.1% | -7.6% | -2.5% | -7.5% |
| 3M | -2.4% | +8.1% | -10.5% | -5.7% |
| 6M | -8.8% | +49.0% | -57.8% | -22.9% |
| YTD | -2.9% | +51.7% | -54.7% | -19.5% |
| 1Y | -8.8% | +59.6% | -68.4% | -27.2% |
| 3Y | -0.3% | +118.9% | -119.1% | -40.0% |
| 5Y | -0.3% | -19.2% | +18.9% | -21.7% |
| All | +78.2% | +81.5% | -3.4% | -26.0% |
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