+1,053.3%
BAH vs TMF
-57.9%
+1,111.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.3% | -4.5% |
| 7D | -3.5% | +1.2% | -4.8% | -3.5% |
| 30D | +24.3% | +19.7% | +4.5% | +25.9% |
| 3M | +16.3% | -2.1% | +18.4% | +16.1% |
| 6M | +13.6% | -13.4% | +27.0% | +12.3% |
| YTD | +3.5% | -16.7% | +20.2% | +2.1% |
| 1Y | +2.7% | -23.3% | +26.0% | +0.6% |
| 3Y | -26.6% | -24.8% | -1.8% | -27.2% |
| 5Y | +8.5% | -88.0% | +96.6% | -10.5% |
| 10Y | +225.1% | -84.7% | +309.8% | +193.0% |
| All | +1,053.3% | -57.9% | +1,111.2% | +1,186.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling