-76.7%
TE vs BAH
+28.9%
-105.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.5% | -3.0% |
| 7D | -10.5% | -1.5% | -9.0% | -10.5% |
| 30D | -32.4% | +17.3% | -49.7% | -32.8% |
| 3M | -60.9% | +14.9% | -75.7% | -61.0% |
| 6M | -62.8% | +14.2% | -77.1% | -62.8% |
| YTD | -65.7% | +5.1% | -70.8% | -65.5% |
| 1Y | -39.9% | +2.1% | -42.0% | -39.5% |
| 3Y | +10.6% | -26.0% | +36.6% | +8.6% |
| 5Y | -79.7% | +9.0% | -88.6% | -80.8% |
| All | -76.7% | +28.9% | -105.5% | -77.8% |
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