+333.8%
BA vs TPR
+8,117.6%
-7,783.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.1% | -9.6% | -5.0% |
| 7D | -0.1% | +13.9% | -13.9% | -4.7% |
| 30D | -9.1% | +14.9% | -24.0% | -13.7% |
| 3M | -28.2% | -15.4% | -12.8% | -24.8% |
| 6M | -23.1% | -4.5% | -18.6% | -23.3% |
| YTD | -20.6% | +6.0% | -26.5% | -24.0% |
| 1Y | -12.7% | +24.3% | -37.0% | -21.6% |
| 3Y | -11.6% | +412.8% | -424.4% | -53.9% |
| 5Y | -23.1% | +258.4% | -281.6% | -55.9% |
| 10Y | +34.4% | +396.8% | -362.5% | -38.1% |
| All | +333.8% | +8,117.6% | -7,783.8% | -16.5% |
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 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