-79.9%
TE vs BAH
+28.5%
-108.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.5% | -7.0% | -7.5% |
| 7D | -13.6% | -3.2% | -10.4% | -13.6% |
| 30D | -37.7% | +19.5% | -57.2% | -38.0% |
| 3M | -59.8% | +11.1% | -70.9% | -59.9% |
| 6M | -66.3% | +16.3% | -82.7% | -66.4% |
| YTD | -70.5% | +4.8% | -75.3% | -70.3% |
| 1Y | -48.8% | +4.9% | -53.7% | -48.6% |
| 3Y | +31.3% | -27.0% | +58.4% | +29.2% |
| 5Y | -82.0% | +5.7% | -87.8% | -83.1% |
| All | -79.9% | +28.5% | -108.4% | -80.9% |
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