-3.3%
BAH vs TPG
+74.1%
-77.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | +4.3% | -9.4% | +13.7% | +5.7% |
| 30D | -2.5% | -5.3% | +2.8% | -1.8% |
| 3M | -0.9% | +12.9% | -13.9% | -2.8% |
| 6M | +1.5% | +20.1% | -18.6% | -1.4% |
| YTD | -8.0% | -22.5% | +14.5% | -5.4% |
| 1Y | -24.7% | -19.7% | -5.1% | -23.0% |
| 3Y | -28.4% | +81.2% | -109.6% | -34.4% |
| All | -3.3% | +74.1% | -77.4% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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