-23.1%
BA vs TT
+128.8%
-151.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | -0.8% |
| 7D | -0.1% | -9.0% | +8.9% | +3.7% |
| 30D | -9.1% | -17.6% | +8.5% | -2.0% |
| 3M | -28.2% | -18.7% | -9.5% | -22.2% |
| 6M | -23.1% | -17.4% | -5.7% | -17.7% |
| YTD | -20.6% | +1.5% | -22.1% | -22.7% |
| 1Y | -12.7% | -9.4% | -3.3% | -10.7% |
| 3Y | -11.6% | +85.1% | -96.6% | -38.6% |
| 5Y | -23.1% | +125.7% | -148.9% | -61.2% |
| All | -23.1% | +128.8% | -151.9% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling