+201.7%
BAH vs TCOM
-10.5%
+212.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.1% | +4.9% |
| 7D | +2.4% | -6.5% | +9.0% | +2.9% |
| 30D | -2.9% | -16.2% | +13.3% | -1.9% |
| 3M | -1.3% | -19.3% | +18.0% | -0.1% |
| 6M | -0.9% | -27.2% | +26.3% | +1.0% |
| YTD | -8.2% | -46.2% | +37.9% | -5.0% |
| 1Y | -24.0% | -46.6% | +22.6% | -21.3% |
| 3Y | -28.1% | +8.4% | -36.5% | -29.5% |
| 5Y | +2.5% | +25.8% | -23.3% | -1.6% |
| All | +201.7% | -10.5% | +212.2% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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