+52.7%
TE vs BAH
-26.3%
+79.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.5% | -2.9% |
| 7D | -10.5% | -1.5% | -9.0% | -10.6% |
| 30D | -32.4% | +17.3% | -49.7% | -32.1% |
| 3M | -60.9% | +14.9% | -75.7% | -60.6% |
| 6M | -62.8% | +14.2% | -77.1% | -62.1% |
| YTD | -65.7% | +5.1% | -70.8% | -64.8% |
| 1Y | -39.9% | +2.1% | -42.0% | -38.5% |
| All | +52.7% | -26.3% | +79.0% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling