+4.6%
BA vs TSLL
-62.0%
+66.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -21.9% | +19.3% | -0.5% |
| 7D | -0.1% | -28.9% | +28.8% | +2.9% |
| 30D | -9.1% | -21.4% | +12.3% | -7.6% |
| 3M | -28.2% | +5.0% | -33.2% | -29.3% |
| 6M | -23.1% | -36.6% | +13.4% | -21.8% |
| YTD | -20.6% | -56.6% | +36.1% | -16.9% |
| 1Y | -12.7% | -60.9% | +48.2% | -8.3% |
| 3Y | -11.6% | -25.2% | +13.7% | -21.8% |
| All | +4.6% | -62.0% | +66.6% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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