+26.8%
BA vs TT
+748.9%
-722.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | 0.0% |
| 7D | -1.4% | +3.5% | -4.9% | -3.8% |
| 30D | -7.9% | -11.0% | +3.1% | -1.3% |
| 3M | -25.2% | -12.0% | -13.2% | -19.3% |
| 6M | -26.7% | -10.4% | -16.3% | -22.7% |
| YTD | -19.6% | +9.9% | -29.5% | -27.5% |
| 1Y | -10.6% | +1.5% | -12.1% | -14.9% |
| 3Y | -11.2% | +93.7% | -105.0% | -51.4% |
| 5Y | -20.4% | +139.2% | -159.7% | -65.2% |
| 10Y | +26.8% | +741.5% | -714.7% | -78.6% |
| All | +26.8% | +748.9% | -722.1% | -78.6% |
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