-10.1%
BA vs TRV
+146.9%
-157.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.9% |
| 7D | +1.1% | -0.3% | +1.3% | +1.1% |
| 30D | -7.9% | +9.6% | -17.5% | -9.6% |
| 3M | -25.3% | +2.7% | -28.1% | -25.7% |
| 6M | -24.6% | +32.0% | -56.6% | -28.9% |
| YTD | -20.1% | +37.8% | -57.9% | -25.4% |
| 1Y | -11.8% | +45.2% | -57.0% | -18.6% |
| 3Y | -10.1% | +145.3% | -155.4% | -25.1% |
| All | -10.1% | +146.9% | -157.1% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling