+467.0%
TEAM vs BAH
+218.8%
+248.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.2% |
| 7D | -17.2% | -1.5% | -15.7% | -16.6% |
| 30D | -25.1% | +17.3% | -42.4% | -29.3% |
| 3M | +3.9% | +14.9% | -11.0% | -1.1% |
| 6M | +69.1% | +14.2% | +54.9% | +61.2% |
| YTD | -4.5% | +5.1% | -9.6% | -7.1% |
| 1Y | -1.9% | +2.1% | -3.9% | -3.9% |
| 3Y | -9.3% | -26.0% | +16.7% | -7.0% |
| 5Y | -65.2% | +9.0% | -74.1% | -69.4% |
| 10Y | +467.0% | +208.8% | +258.2% | +255.7% |
| All | +467.0% | +218.8% | +248.2% | +255.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling