-84.5%
TMF vs BBAI
-70.8%
-13.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.4% |
| 7D | -1.4% | -4.3% | +2.8% | -1.4% |
| 30D | -2.8% | -3.6% | +0.8% | -2.8% |
| 3M | -10.9% | -38.8% | +27.9% | -10.2% |
| 6M | -21.3% | -23.8% | +2.4% | -21.1% |
| YTD | -15.9% | -45.9% | +30.0% | -15.2% |
| 1Y | -15.7% | -40.8% | +25.0% | -15.5% |
| 3Y | -43.4% | +69.8% | -113.1% | -45.5% |
| 5Y | -87.8% | -70.3% | -17.4% | -87.9% |
| All | -84.5% | -70.8% | -13.7% | -85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling