+202.5%
BAH vs TDY
+479.2%
-276.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | +4.3% | -1.1% | +5.4% | +4.6% |
| 30D | -2.5% | -12.0% | +9.6% | +1.2% |
| 3M | -0.9% | -3.2% | +2.3% | -0.2% |
| 6M | +1.5% | -7.9% | +9.3% | +3.2% |
| YTD | -8.0% | +18.2% | -26.2% | -13.6% |
| 1Y | -24.7% | +6.7% | -31.4% | -27.1% |
| 3Y | -28.4% | +47.5% | -75.9% | -38.0% |
| 5Y | +2.8% | +39.5% | -36.7% | -10.6% |
| All | +202.5% | +479.2% | -276.7% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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