-8.4%
TEAM vs BAH
-32.4%
+24.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.2% | -2.1% |
| 7D | -0.4% | -3.2% | +2.8% | +0.7% |
| 30D | +67.3% | +2.0% | +65.3% | +66.8% |
| 3M | +86.8% | -7.6% | +94.4% | +90.2% |
| 6M | +146.8% | -5.7% | +152.5% | +150.4% |
| YTD | +16.9% | -11.7% | +28.6% | +19.6% |
| 1Y | +12.8% | -27.4% | +40.2% | +18.6% |
| All | -8.4% | -32.4% | +24.0% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling