+2.3%
BAH vs TMF
-22.6%
+24.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | +17.3% | +16.3% | +0.9% | +13.4% |
| 3M | +14.9% | -2.7% | +17.6% | +14.1% |
| 6M | +14.2% | -13.2% | +27.4% | +15.3% |
| YTD | +5.1% | -16.7% | +21.8% | +7.9% |
| All | +2.3% | -22.6% | +24.8% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling