+1,872.1%
T vs BA
+1,890.7%
-18.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -2.1% |
| 7D | -1.3% | +1.2% | -2.4% | -1.5% |
| 30D | +11.4% | -11.6% | +23.0% | +14.2% |
| 3M | +14.3% | -2.4% | +16.7% | +14.4% |
| 6M | -9.3% | -6.6% | -2.6% | -8.8% |
| YTD | +7.1% | -2.2% | +9.3% | +6.3% |
| 1Y | -9.1% | -8.0% | -1.1% | -8.9% |
| 3Y | +105.3% | -5.0% | +110.3% | +98.3% |
| 5Y | +66.8% | -2.7% | +69.5% | +55.2% |
| 10Y | +66.8% | +75.9% | -9.1% | +20.3% |
| All | +1,872.1% | +1,890.7% | -18.6% | +529.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling