-41.3%
TE vs BAH
-2.8%
-38.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.9% | +10.9% | +10.1% |
| 7D | +18.2% | -4.3% | +22.6% | +18.8% |
| 30D | -13.5% | -4.5% | -9.0% | -13.1% |
| 3M | -44.6% | -7.6% | -37.0% | -43.7% |
| 6M | -24.7% | -10.6% | -14.1% | -23.5% |
| YTD | -24.3% | -12.6% | -11.7% | -23.0% |
| 1Y | +155.6% | -27.0% | +182.5% | +166.3% |
| 3Y | -18.3% | -31.5% | +13.2% | -24.6% |
| 5Y | -41.3% | -3.8% | -37.5% | -51.9% |
| All | -41.3% | -2.8% | -38.5% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling