+5.2%
BA vs TSLL
-53.8%
+59.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | 0.0% | -11.0% | +11.1% | +0.8% |
| 30D | -8.9% | -5.3% | -3.6% | -9.0% |
| 3M | -25.5% | +20.8% | -46.3% | -27.7% |
| 6M | -27.0% | -36.0% | +9.0% | -25.7% |
| YTD | -20.1% | -47.3% | +27.1% | -18.0% |
| 1Y | -11.0% | -48.4% | +37.4% | -8.9% |
| 3Y | -11.8% | -5.4% | -6.4% | -23.7% |
| All | +5.2% | -53.8% | +59.0% | +8.5% |
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