+193.9%
BAH vs TCOM
+5.0%
+189.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | -3.2% | -1.4% | -1.9% | -3.1% |
| 30D | +19.5% | +11.5% | +8.0% | +18.7% |
| 3M | +11.1% | -5.2% | +16.3% | +11.4% |
| 6M | +16.3% | -16.9% | +33.3% | +17.5% |
| YTD | +4.8% | -39.9% | +44.7% | +7.7% |
| 1Y | +4.9% | -42.1% | +47.0% | +8.0% |
| 3Y | -27.0% | +28.0% | -55.1% | -29.1% |
| 5Y | +5.7% | +40.4% | -34.6% | +0.9% |
| All | +193.9% | +5.0% | +189.0% | +173.6% |
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