-9.0%
T vs BA
-11.4%
+2.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | -0.6% |
| 7D | +4.3% | -0.1% | +4.4% | +4.3% |
| 30D | -9.7% | -9.1% | -0.5% | -11.8% |
| All | -9.0% | -11.4% | +2.4% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 1mo: compounded portfolio wealth divided by compounded BA 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…
1mo analysis · Full analysis span regression · Available span rolling