-24.6%
BA vs TNA
-18.6%
-6.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.2% |
| 7D | +1.1% | -7.0% | +8.1% | +2.7% |
| 30D | -7.9% | -6.4% | -1.5% | -6.8% |
| 3M | -25.3% | -25.7% | +0.3% | -18.6% |
| 6M | -24.6% | -19.7% | -4.9% | -21.2% |
| All | -24.6% | -18.6% | -6.0% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling