+23.3%
BA vs TPR
+364.3%
-341.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | -7.1% | +15.1% | -22.2% | -13.0% |
| 3M | -25.5% | +3.5% | -29.1% | -27.1% |
| 6M | -28.7% | +0.4% | -29.2% | -30.2% |
| YTD | -21.0% | +4.6% | -25.6% | -25.2% |
| 1Y | -11.9% | +33.1% | -45.0% | -25.4% |
| 3Y | -16.2% | +396.0% | -412.1% | -64.1% |
| 5Y | -22.4% | +230.3% | -252.7% | -61.5% |
| All | +23.3% | +364.3% | -341.0% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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