+73.5%
TFC vs BAH
+199.5%
-126.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +0.1% | -2.6% | +2.7% | +0.7% |
| 30D | +8.6% | +20.4% | -11.7% | +3.4% |
| 3M | -4.3% | +11.9% | -16.2% | -7.4% |
| 6M | +5.4% | +17.1% | -11.7% | +0.1% |
| YTD | +4.5% | +5.5% | -1.0% | +0.7% |
| 1Y | +14.0% | +5.6% | +8.4% | +9.6% |
| 3Y | +93.4% | -26.5% | +119.9% | +96.9% |
| 5Y | +0.5% | +6.5% | -6.0% | -13.0% |
| All | +73.5% | +199.5% | -126.0% | +14.8% |
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 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