+28.1%
BA vs TRU
+172.9%
-144.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.7% |
| 7D | -1.7% | +4.9% | -6.6% | -4.0% |
| 30D | -9.5% | +26.9% | -36.4% | -19.6% |
| 3M | -26.5% | +4.0% | -30.5% | -28.6% |
| 6M | -27.4% | +15.8% | -43.2% | -33.7% |
| YTD | -20.6% | -2.6% | -18.0% | -22.8% |
| 1Y | -11.4% | +3.9% | -15.3% | -17.0% |
| 3Y | -10.8% | +59.2% | -70.0% | -39.7% |
| 5Y | -21.9% | -25.7% | +3.7% | -18.3% |
| 10Y | +28.1% | +179.3% | -151.1% | -12.7% |
| All | +28.1% | +172.9% | -144.8% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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