+655.0%
BA vs TNA
+1,004.3%
-349.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +1.2% | -0.1% | +1.2% | +1.2% |
| 30D | -11.6% | -4.9% | -6.7% | -10.3% |
| 3M | -2.4% | +0.4% | -2.8% | -3.1% |
| 6M | -6.6% | +32.5% | -39.2% | -16.0% |
| YTD | -2.2% | +53.7% | -56.0% | -16.8% |
| 1Y | -8.0% | +65.1% | -73.1% | -24.7% |
| 3Y | -5.0% | +98.4% | -103.4% | -35.0% |
| 5Y | -2.7% | -22.5% | +19.8% | -18.8% |
| 10Y | +75.9% | +82.5% | -6.6% | -7.2% |
| All | +655.0% | +1,004.3% | -349.3% | +64.3% |
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