+144.9%
TE vs BAH
-24.1%
+169.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.8% | -11.5% | -6.5% |
| 7D | +0.9% | +2.4% | -1.6% | +1.1% |
| 30D | -16.3% | -2.9% | -13.3% | -16.2% |
| 3M | -40.8% | -1.3% | -39.4% | -38.1% |
| 6M | -42.6% | -0.9% | -41.7% | -40.6% |
| YTD | -31.4% | -8.2% | -23.2% | -28.7% |
| 1Y | +144.9% | -24.0% | +168.9% | +154.5% |
| All | +144.9% | -24.1% | +169.0% | +154.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling