-53.2%
TE vs BAH
+8.2%
-61.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | -4.0% | -3.2% | -0.7% | -3.8% |
| 30D | -15.9% | +2.0% | -17.9% | -16.0% |
| 3M | -60.5% | -7.6% | -52.9% | -60.1% |
| 6M | -35.2% | -5.7% | -29.5% | -34.8% |
| YTD | -31.1% | -11.7% | -19.4% | -30.4% |
| 1Y | +148.6% | -27.4% | +176.0% | +154.3% |
| 3Y | -26.4% | -32.5% | +6.1% | -28.0% |
| 5Y | -48.0% | -3.3% | -44.7% | -50.2% |
| All | -53.2% | +8.2% | -61.4% | -55.1% |
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 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