+516.8%
BA vs TNA
+749.6%
-232.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.4% |
| 7D | +1.1% | -7.0% | +8.1% | +3.1% |
| 30D | -7.9% | -6.4% | -1.5% | -6.6% |
| 3M | -25.3% | -25.7% | +0.3% | -18.7% |
| 6M | -24.6% | -19.7% | -4.9% | -20.5% |
| YTD | -20.1% | +18.3% | -38.4% | -26.7% |
| 1Y | -11.8% | +24.6% | -36.3% | -21.0% |
| 3Y | -10.1% | +112.8% | -123.0% | -40.1% |
| 5Y | -22.7% | -49.5% | +26.8% | -26.2% |
| 10Y | +35.1% | +76.4% | -41.3% | -27.3% |
| All | +516.8% | +749.6% | -232.8% | +44.7% |
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