+1,410.4%
TSM vs BA
+33.2%
+1,377.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.2% |
| 7D | -7.6% | +1.1% | -8.6% | -7.8% |
| 30D | -20.5% | -7.9% | -12.6% | -18.9% |
| 3M | -10.0% | -25.3% | +15.3% | -2.7% |
| 6M | -10.1% | -24.6% | +14.5% | -3.5% |
| YTD | +24.5% | -20.1% | +44.7% | +31.2% |
| 1Y | +31.2% | -11.8% | +42.9% | +34.1% |
| 3Y | +322.0% | -10.1% | +332.1% | +319.1% |
| 5Y | +245.3% | -22.7% | +268.0% | +247.2% |
| All | +1,410.4% | +33.2% | +1,377.2% | +1,528.8% |
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