-12.3%
BA vs TRU
-1.2%
-11.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | -0.6% | -2.2% | +1.6% | -0.2% |
| 30D | -8.0% | +20.2% | -28.2% | -11.0% |
| 3M | -25.8% | +2.2% | -28.0% | -26.5% |
| 6M | -27.6% | +17.6% | -45.2% | -29.6% |
| YTD | -21.0% | -5.0% | -16.0% | -24.6% |
| 1Y | -12.3% | -1.0% | -11.3% | -15.4% |
| All | -12.3% | -1.2% | -11.0% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling