+212.3%
BAH vs TMF
-82.2%
+294.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +0.7% |
| 7D | +0.5% | -1.1% | +1.5% | +0.4% |
| 30D | +18.2% | +11.8% | +6.4% | +18.8% |
| 3M | +13.1% | -4.0% | +17.1% | +12.8% |
| 6M | +15.2% | -16.5% | +31.7% | +14.2% |
| YTD | +6.0% | -19.9% | +25.9% | +5.0% |
| 1Y | +3.1% | -25.6% | +28.7% | +1.7% |
| 3Y | -26.2% | -29.9% | +3.7% | -26.7% |
| 5Y | +9.3% | -88.2% | +97.6% | -7.2% |
| 10Y | +212.3% | -81.7% | +294.0% | +186.4% |
| All | +212.3% | -82.2% | +294.5% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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