+72.3%
BA vs TRU
+138.6%
-66.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.6% |
| 7D | +2.5% | -7.2% | +9.7% | +5.9% |
| 30D | -10.1% | -2.8% | -7.3% | -9.3% |
| 3M | -2.4% | +13.0% | -15.4% | -9.1% |
| 6M | -8.8% | +0.7% | -9.5% | -10.8% |
| YTD | -2.9% | -9.0% | +6.1% | -1.9% |
| 1Y | -8.8% | -16.3% | +7.6% | -4.9% |
| 3Y | -0.3% | -1.1% | +0.8% | -12.8% |
| 5Y | -0.3% | -36.0% | +35.7% | +14.7% |
| 10Y | +72.3% | +139.9% | -67.6% | +21.0% |
| All | +72.3% | +138.6% | -66.3% | +21.0% |
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