-65.2%
TEAM vs BAH
+9.2%
-74.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.2% |
| 7D | -17.2% | -1.5% | -15.7% | -16.5% |
| 30D | -25.1% | +17.3% | -42.4% | -29.4% |
| 3M | +3.9% | +14.9% | -11.0% | -1.2% |
| 6M | +69.1% | +14.2% | +54.9% | +60.6% |
| YTD | -4.5% | +5.1% | -9.6% | -7.7% |
| 1Y | -1.9% | +2.1% | -3.9% | -4.7% |
| 3Y | -9.3% | -26.0% | +16.7% | -10.7% |
| 5Y | -65.2% | +9.0% | -74.1% | -72.5% |
| All | -65.2% | +9.2% | -74.4% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling