+255.6%
TSM vs BBAI
-79.3%
+334.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -10.0% | +8.1% | -1.4% |
| 7D | +14.8% | -6.8% | +21.6% | +15.2% |
| 30D | -8.9% | -13.4% | +4.5% | -8.4% |
| 3M | -5.3% | -36.5% | +31.2% | -3.4% |
| 6M | +2.6% | -50.6% | +53.2% | +5.6% |
| YTD | +34.5% | -61.7% | +96.1% | +39.4% |
| 1Y | +41.0% | -71.1% | +112.1% | +47.5% |
| 3Y | +333.1% | +32.7% | +300.4% | +319.3% |
| 5Y | +270.1% | -79.2% | +349.3% | +256.1% |
| All | +255.6% | -79.3% | +334.9% | +241.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling