-26.2%
BAH vs TMF
-30.8%
+4.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.1% |
| 7D | +0.5% | -1.1% | +1.5% | +0.5% |
| 30D | +18.2% | +11.8% | +6.4% | +17.3% |
| 3M | +13.1% | -4.0% | +17.1% | +13.2% |
| 6M | +15.2% | -16.5% | +31.7% | +16.1% |
| YTD | +6.0% | -19.9% | +25.9% | +7.1% |
| 1Y | +3.1% | -25.6% | +28.7% | +4.4% |
| 3Y | -26.2% | -29.9% | +3.7% | -25.7% |
| All | -26.2% | -30.8% | +4.6% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling