+26.6%
BA vs TRV
+362.3%
-335.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.4% |
| 7D | 0.0% | +1.4% | -1.3% | -0.9% |
| 30D | -8.9% | +8.7% | -17.6% | -13.9% |
| 3M | -25.5% | +7.1% | -32.6% | -29.0% |
| 6M | -27.0% | +35.5% | -62.5% | -41.4% |
| YTD | -20.1% | +39.7% | -59.9% | -37.6% |
| 1Y | -11.0% | +44.1% | -55.1% | -32.1% |
| 3Y | -11.8% | +148.1% | -160.0% | -58.0% |
| 5Y | -20.6% | +178.6% | -199.2% | -67.2% |
| 10Y | +26.6% | +352.5% | -325.9% | -64.1% |
| All | +26.6% | +362.3% | -335.7% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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