+37.4%
BA vs TRU
+243.5%
-206.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.5% |
| 7D | +1.1% | +5.7% | -4.6% | -1.5% |
| 30D | -7.9% | +29.2% | -37.1% | -18.6% |
| 3M | -25.3% | +2.7% | -28.0% | -27.0% |
| 6M | -24.6% | +15.2% | -39.8% | -30.9% |
| YTD | -20.1% | -4.9% | -15.3% | -21.4% |
| 1Y | -11.8% | +3.4% | -15.2% | -17.0% |
| 3Y | -10.1% | +63.2% | -73.3% | -38.9% |
| 5Y | -22.7% | -26.6% | +3.8% | -20.2% |
| 10Y | +35.1% | +172.8% | -137.7% | -19.5% |
| All | +37.4% | +243.5% | -206.1% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling