+2.5%
BAH vs TDY
+34.3%
-31.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +2.4% | -1.9% | +4.3% | +3.0% |
| 30D | -2.9% | -12.5% | +9.6% | +0.8% |
| 3M | -1.3% | -0.8% | -0.5% | -1.4% |
| 6M | -0.9% | -9.0% | +8.1% | +1.3% |
| YTD | -8.2% | +16.8% | -25.0% | -14.2% |
| 1Y | -24.0% | +9.5% | -33.4% | -27.4% |
| 3Y | -28.1% | +45.4% | -73.5% | -38.5% |
| 5Y | +2.5% | +37.8% | -35.3% | -12.5% |
| All | +2.5% | +34.3% | -31.8% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling