+433.7%
BA vs TPR
+7,380.8%
-6,947.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.2% | -2.3% | +3.5% | +2.0% |
| 30D | -11.6% | -23.0% | +11.3% | -4.0% |
| 3M | -2.4% | -12.5% | +10.1% | +1.3% |
| 6M | -6.6% | -21.4% | +14.8% | +0.1% |
| YTD | -2.2% | -3.5% | +1.3% | -3.0% |
| 1Y | -8.0% | +17.4% | -25.4% | -15.6% |
| 3Y | -5.0% | +291.3% | -296.2% | -45.4% |
| 5Y | -2.7% | +241.9% | -244.6% | -43.2% |
| 10Y | +75.9% | +322.7% | -246.8% | -14.3% |
| All | +433.7% | +7,380.8% | -6,947.1% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling