+11,237.1%
TSM vs BA
+407.1%
+10,830.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.5% | -8.2% | -9.8% |
| 7D | -18.2% | -0.1% | -18.1% | -18.2% |
| 30D | -26.8% | -9.1% | -17.7% | -24.4% |
| 3M | -14.5% | -28.2% | +13.7% | -3.7% |
| 6M | -10.0% | -23.1% | +13.1% | -1.9% |
| YTD | +17.1% | -20.6% | +37.7% | +25.7% |
| 1Y | +21.5% | -12.7% | +34.2% | +25.4% |
| 3Y | +300.4% | -11.6% | +311.9% | +297.3% |
| 5Y | +224.7% | -23.1% | +247.9% | +228.1% |
| 10Y | +1,372.7% | +34.4% | +1,338.3% | +832.9% |
| All | +11,237.1% | +407.1% | +10,830.0% | +3,350.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling