+73.5%
BA vs TT
+887.4%
-813.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.3% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | -11.6% | -7.2% | -4.5% | -7.2% |
| 3M | -2.4% | -3.0% | +0.6% | -1.2% |
| 6M | -6.6% | +1.4% | -8.0% | -8.9% |
| YTD | -2.2% | +15.9% | -18.1% | -13.9% |
| 1Y | -8.0% | +9.4% | -17.4% | -16.3% |
| 3Y | -5.0% | +124.4% | -129.4% | -53.3% |
| 5Y | -2.7% | +138.0% | -140.7% | -56.1% |
| All | +73.5% | +887.4% | -813.9% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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