-27.5%
BAH vs TCOM
+26.7%
-54.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.3% |
| 7D | +1.7% | -1.8% | +3.5% | +1.9% |
| 30D | +20.8% | +12.1% | +8.7% | +19.6% |
| 3M | +11.6% | -3.2% | +14.8% | +11.7% |
| 6M | +23.1% | -16.6% | +39.7% | +24.5% |
| YTD | +5.3% | -39.4% | +44.7% | +8.3% |
| 1Y | +6.1% | -41.5% | +47.7% | +9.5% |
| 3Y | -27.5% | +24.4% | -51.9% | -31.0% |
| All | -27.5% | +26.7% | -54.2% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling