+1,643.1%
TSM vs BA
+24.8%
+1,618.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.7% |
| 7D | +6.2% | -1.1% | +7.3% | +6.5% |
| 30D | -7.3% | -7.1% | -0.1% | -5.6% |
| 3M | -7.1% | -25.5% | +18.4% | +0.5% |
| 6M | +0.2% | -28.7% | +29.0% | +9.4% |
| YTD | +32.2% | -21.0% | +53.3% | +39.8% |
| 1Y | +42.8% | -11.9% | +54.7% | +46.0% |
| 3Y | +330.4% | -16.2% | +346.6% | +335.8% |
| 5Y | +263.9% | -22.4% | +286.3% | +265.9% |
| All | +1,643.1% | +24.8% | +1,618.3% | +1,495.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling