+65.3%
T vs BAH
+182.5%
-117.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.5% | -4.3% | +2.8% | -0.8% |
| 30D | +7.6% | -4.5% | +12.1% | +8.4% |
| 3M | +15.3% | -7.6% | +22.9% | +16.5% |
| 6M | -8.5% | -10.6% | +2.1% | -7.2% |
| YTD | +6.8% | -12.6% | +19.3% | +7.8% |
| 1Y | -7.2% | -27.0% | +19.7% | -3.4% |
| 3Y | +108.2% | -31.5% | +139.7% | +108.6% |
| 5Y | +66.1% | -3.8% | +69.9% | +47.8% |
| 10Y | +65.3% | +183.9% | -118.6% | +16.8% |
| All | +65.3% | +182.5% | -117.2% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling