-53.4%
TE vs BAH
+12.5%
-65.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.8% | -11.5% | -6.9% |
| 7D | +0.9% | +2.4% | -1.6% | +0.8% |
| 30D | -16.3% | -2.9% | -13.3% | -16.1% |
| 3M | -40.8% | -1.3% | -39.4% | -40.4% |
| 6M | -42.6% | -0.9% | -41.7% | -42.4% |
| YTD | -31.4% | -8.2% | -23.2% | -30.8% |
| 1Y | +144.9% | -24.0% | +168.9% | +149.9% |
| 3Y | -26.0% | -28.1% | +2.1% | -27.9% |
| 5Y | -48.5% | +2.5% | -51.0% | -50.6% |
| All | -53.4% | +12.5% | -65.8% | -55.4% |
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