+13,634.3%
TSM vs BA
+523.9%
+13,110.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.5% |
| 7D | +2.7% | +1.2% | +1.6% | +2.3% |
| 30D | +3.6% | -11.6% | +15.2% | +8.5% |
| 3M | -3.4% | -2.4% | -1.0% | -2.9% |
| 6M | +20.6% | -6.6% | +27.2% | +22.7% |
| YTD | +41.9% | -2.2% | +44.1% | +41.7% |
| 1Y | +84.4% | -8.0% | +92.4% | +87.6% |
| 3Y | +380.2% | -5.0% | +385.2% | +367.1% |
| 5Y | +275.3% | -2.7% | +278.0% | +248.2% |
| 10Y | +1,751.4% | +75.9% | +1,675.5% | +959.2% |
| All | +13,634.3% | +523.9% | +13,110.4% | +3,789.4% |
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