+21.3%
TFC vs BAH
+6.2%
+15.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.8% |
| 7D | +5.1% | +5.8% | -0.7% | +4.6% |
| 30D | +9.8% | +28.7% | -18.9% | +7.7% |
| 3M | -2.4% | +20.9% | -23.3% | -4.0% |
| 6M | +4.9% | +15.2% | -10.2% | +3.4% |
| YTD | +6.6% | +7.1% | -0.5% | +3.0% |
| 1Y | +21.3% | +6.4% | +14.9% | +17.8% |
| All | +21.3% | +6.2% | +15.1% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling