-80.5%
TE vs BAH
+29.0%
-109.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -3.0% |
| 7D | -19.1% | +1.7% | -20.8% | -19.1% |
| 30D | -34.1% | +20.8% | -54.9% | -34.5% |
| 3M | -60.1% | +11.6% | -71.7% | -60.2% |
| 6M | -66.0% | +23.1% | -89.1% | -66.1% |
| YTD | -71.4% | +5.3% | -76.7% | -71.3% |
| 1Y | -45.3% | +6.1% | -51.4% | -45.1% |
| 3Y | +9.1% | -27.5% | +36.6% | +7.4% |
| 5Y | -82.6% | +6.2% | -88.8% | -83.6% |
| All | -80.5% | +29.0% | -109.6% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling