-0.9%
BA vs TT
+140.2%
-141.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +1.2% | -0.2% | +1.4% | +1.3% |
| 30D | -11.6% | -7.4% | -4.3% | -8.8% |
| 3M | -2.4% | -3.2% | +0.8% | -1.4% |
| 6M | -6.6% | +1.1% | -7.7% | -7.8% |
| YTD | -2.2% | +15.6% | -17.9% | -9.3% |
| 1Y | -8.0% | +9.2% | -17.2% | -12.9% |
| 3Y | -5.0% | +124.4% | -129.4% | -39.2% |
| All | -0.9% | +140.2% | -141.1% | -46.8% |
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