+23.3%
BA vs TNA
+33.3%
-10.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -1.1% | +3.7% | -4.8% | -2.7% |
| 30D | -7.1% | +4.4% | -11.5% | -9.6% |
| 3M | -25.5% | -26.7% | +1.1% | -17.6% |
| 6M | -28.7% | -12.8% | -15.9% | -26.8% |
| YTD | -21.0% | +22.7% | -43.7% | -30.1% |
| 1Y | -11.9% | +35.7% | -47.5% | -25.5% |
| 3Y | -16.2% | +134.6% | -150.7% | -51.7% |
| 5Y | -22.4% | -46.0% | +23.6% | -28.4% |
| All | +23.3% | +33.3% | -10.0% | -42.1% |
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