-85.9%
TMF vs BBAI
-79.3%
-6.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -10.0% | +5.6% | -4.2% |
| 7D | -8.2% | -6.8% | -1.4% | -8.0% |
| 30D | +5.3% | -13.4% | +18.7% | +5.6% |
| 3M | -8.5% | -36.5% | +28.0% | -7.8% |
| 6M | -17.2% | -50.6% | +33.4% | -16.2% |
| YTD | -23.4% | -61.7% | +38.3% | -22.3% |
| 1Y | -30.2% | -71.1% | +40.9% | -29.0% |
| 3Y | -32.9% | +32.7% | -65.6% | -35.2% |
| 5Y | -88.5% | -79.2% | -9.3% | -88.7% |
| All | -85.9% | -79.3% | -6.6% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 10y: compounded portfolio wealth divided by compounded BBAI 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…
10y analysis · Full analysis span regression · 6 months rolling