+17.3%
TFC vs BAH
-3.4%
+20.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.3% |
| 7D | +2.4% | -3.2% | +5.7% | +2.9% |
| 30D | -1.3% | +2.0% | -3.3% | -1.7% |
| 3M | +6.1% | -7.6% | +13.7% | +7.1% |
| 6M | +7.3% | -5.7% | +13.0% | +7.6% |
| YTD | +8.2% | -11.7% | +19.9% | +8.9% |
| 1Y | +14.4% | -27.4% | +41.8% | +19.1% |
| 3Y | +93.7% | -32.5% | +126.3% | +94.3% |
| All | +17.3% | -3.4% | +20.7% | +8.1% |
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 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