+883.7%
BAH vs TCOM
+77.3%
+806.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -3.2% | -9.5% | +6.3% | -2.5% |
| 30D | +2.0% | -10.7% | +12.7% | +2.9% |
| 3M | -7.6% | -14.6% | +7.0% | -6.6% |
| 6M | -5.7% | -19.3% | +13.7% | -4.3% |
| YTD | -11.7% | -42.9% | +31.2% | -8.3% |
| 1Y | -27.4% | -43.8% | +16.4% | -24.5% |
| 3Y | -32.5% | +2.1% | -34.6% | -33.9% |
| 5Y | -3.3% | +31.2% | -34.6% | -9.2% |
| 10Y | +186.0% | -13.9% | +199.9% | +169.6% |
| All | +883.7% | +77.3% | +806.4% | +729.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling