+98.6%
TFC vs BAH
+182.5%
-83.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | +2.2% | -4.3% | +6.6% | +3.4% |
| 30D | -2.5% | -4.5% | +2.0% | -1.5% |
| 3M | +4.5% | -7.6% | +12.2% | +6.2% |
| 6M | +11.0% | -10.6% | +21.6% | +13.1% |
| YTD | +5.9% | -12.6% | +18.5% | +7.4% |
| 1Y | +14.6% | -27.0% | +41.6% | +21.9% |
| 3Y | +96.7% | -31.5% | +128.2% | +101.4% |
| 5Y | +15.6% | -3.8% | +19.4% | +1.6% |
| 10Y | +98.6% | +183.9% | -85.3% | +30.5% |
| All | +98.6% | +182.5% | -83.9% | +30.5% |
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 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