-21.9%
BA vs TT
+139.1%
-161.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.3% | -2.5% |
| 7D | -1.7% | +1.7% | -3.5% | -2.5% |
| 30D | -9.5% | -11.8% | +2.4% | -5.0% |
| 3M | -26.5% | -12.6% | -13.9% | -22.7% |
| 6M | -27.4% | -9.4% | -18.0% | -25.2% |
| YTD | -20.6% | +8.8% | -29.4% | -25.0% |
| 1Y | -11.4% | -2.5% | -8.9% | -12.2% |
| 3Y | -10.8% | +95.7% | -106.5% | -39.5% |
| 5Y | -21.9% | +135.7% | -157.7% | -61.4% |
| All | -21.9% | +139.1% | -161.0% | -61.4% |
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