-24.0%
TNA vs BBAI
-70.8%
+46.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.1% | -1.0% | +5.1% | +4.2% |
| 30D | -7.6% | -10.7% | +3.1% | -6.8% |
| 3M | +8.1% | -32.3% | +40.3% | +11.5% |
| 6M | +49.0% | -31.3% | +80.3% | +53.4% |
| YTD | +51.7% | -45.9% | +97.6% | +58.8% |
| 1Y | +59.6% | -40.0% | +99.7% | +65.1% |
| 3Y | +118.9% | +72.8% | +46.1% | +102.1% |
| 5Y | -19.2% | -70.4% | +51.2% | -24.8% |
| All | -24.0% | -70.8% | +46.8% | -28.3% |
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 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