-1.9%
BAH vs TMF
-87.5%
+85.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | -3.2% | -1.4% | -1.8% | -3.2% |
| 30D | +2.0% | -2.8% | +4.8% | +2.1% |
| 3M | -7.6% | -10.9% | +3.3% | -7.4% |
| 6M | -5.7% | -21.3% | +15.6% | -5.2% |
| YTD | -11.7% | -15.9% | +4.2% | -11.4% |
| 1Y | -27.4% | -15.7% | -11.6% | -27.1% |
| 3Y | -32.5% | -43.4% | +10.8% | -32.4% |
| All | -1.9% | -87.5% | +85.6% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling