+874.4%
BAH vs TDY
+1,410.1%
-535.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -4.3% | -0.9% | -3.4% | -4.1% |
| 30D | -4.5% | -12.5% | +8.0% | -0.3% |
| 3M | -7.6% | -1.2% | -6.4% | -7.5% |
| 6M | -10.6% | -6.6% | -4.0% | -9.3% |
| YTD | -12.6% | +18.5% | -31.0% | -18.4% |
| 1Y | -27.0% | +10.8% | -37.7% | -30.3% |
| 3Y | -31.5% | +47.5% | -79.0% | -41.6% |
| 5Y | -3.8% | +35.8% | -39.6% | -16.8% |
| 10Y | +183.9% | +459.0% | -275.0% | +34.3% |
| All | +874.4% | +1,410.1% | -535.7% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling