-12.3%
BA vs TPR
+29.9%
-42.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -0.6% | -1.1% | +0.6% | -0.3% |
| 30D | -8.0% | +15.1% | -23.1% | -11.0% |
| 3M | -25.8% | -13.4% | -12.4% | -24.1% |
| 6M | -27.6% | +1.4% | -28.9% | -28.6% |
| YTD | -21.0% | +4.8% | -25.8% | -20.7% |
| 1Y | -12.3% | +29.2% | -41.4% | -7.5% |
| All | -12.3% | +29.9% | -42.2% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling