-22.1%
BA vs TPR
+253.5%
-275.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +1.1% | +14.2% | -13.1% | -3.7% |
| 30D | -7.9% | +17.1% | -25.0% | -13.1% |
| 3M | -25.3% | -17.7% | -7.6% | -20.9% |
| 6M | -24.6% | -10.2% | -14.4% | -23.1% |
| YTD | -20.1% | +4.9% | -25.0% | -23.6% |
| 1Y | -11.8% | +36.1% | -47.9% | -23.8% |
| 3Y | -10.1% | +416.5% | -426.6% | -56.6% |
| All | -22.1% | +253.5% | -275.7% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling