-8.8%
BA vs TRU
-16.5%
+7.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.3% |
| 7D | +2.5% | -7.2% | +9.7% | +3.5% |
| 30D | -10.1% | -2.8% | -7.3% | -9.9% |
| 3M | -2.4% | +13.0% | -15.4% | -4.1% |
| 6M | -8.8% | +0.7% | -9.5% | -10.2% |
| YTD | -2.9% | -9.0% | +6.1% | -4.5% |
| 1Y | -8.8% | -16.3% | +7.6% | -11.7% |
| All | -8.8% | -16.5% | +7.8% | -11.7% |
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 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