+226.9%
TPR vs BBAI
-70.8%
+297.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.1% |
| 7D | -2.3% | -4.3% | +2.0% | -2.2% |
| 30D | -23.0% | -3.6% | -19.3% | -22.9% |
| 3M | -12.5% | -38.8% | +26.3% | -11.4% |
| 6M | -21.4% | -23.8% | +2.3% | -21.1% |
| YTD | -3.5% | -45.9% | +42.4% | -2.3% |
| 1Y | +17.4% | -40.8% | +58.1% | +18.2% |
| 3Y | +291.3% | +69.8% | +221.5% | +278.7% |
| 5Y | +241.9% | -70.3% | +312.2% | +221.2% |
| All | +226.9% | -70.8% | +297.7% | +211.2% |
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