+202.5%
BAH vs TMF
-81.8%
+284.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.6% | -3.4% | +1.8% | -1.7% |
| 30D | +18.0% | +11.5% | +6.5% | +18.5% |
| 3M | +11.4% | -4.5% | +15.9% | +11.2% |
| 6M | +17.7% | -15.0% | +32.7% | +16.8% |
| YTD | +5.4% | -19.9% | +25.2% | +4.3% |
| 1Y | +2.8% | -26.6% | +29.3% | +1.3% |
| 3Y | -26.7% | -29.8% | +3.2% | -27.1% |
| 5Y | +8.1% | -88.2% | +96.2% | -8.1% |
| 10Y | +202.5% | -81.4% | +283.9% | +175.2% |
| All | +202.5% | -81.8% | +284.3% | +175.2% |
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