+520.9%
BA vs TNA
+836.4%
-315.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.2% |
| 7D | -1.4% | -2.1% | +0.8% | -1.2% |
| 30D | -7.9% | +3.1% | -11.0% | -9.6% |
| 3M | -25.2% | -20.2% | -5.0% | -20.5% |
| 6M | -26.7% | -10.0% | -16.7% | -25.7% |
| YTD | -19.6% | +30.3% | -50.0% | -28.7% |
| 1Y | -10.6% | +31.1% | -41.7% | -21.4% |
| 3Y | -11.2% | +149.4% | -160.6% | -43.9% |
| 5Y | -20.4% | -42.5% | +22.0% | -27.2% |
| 10Y | +26.8% | +46.7% | -19.9% | -28.9% |
| All | +520.9% | +836.4% | -315.5% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling