-3.2%
BAH vs TCOM
+25.9%
-29.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.3% |
| 7D | -1.3% | -10.2% | +8.9% | -0.9% |
| 30D | -6.6% | -16.8% | +10.2% | -5.9% |
| 3M | -7.2% | -16.7% | +9.5% | -6.4% |
| 6M | -10.0% | -27.1% | +17.1% | -8.8% |
| YTD | -12.5% | -45.5% | +33.0% | -10.5% |
| 1Y | -27.9% | -45.9% | +18.0% | -26.3% |
| 3Y | -31.4% | +9.8% | -41.2% | -31.9% |
| 5Y | -3.2% | +23.8% | -27.0% | -3.9% |
| All | -3.2% | +25.9% | -29.1% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling