+264.2%
TFC vs BAH
+1,074.5%
-810.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.5% |
| 7D | +0.3% | -1.5% | +1.8% | +0.7% |
| 30D | +9.2% | +17.3% | -8.1% | +4.5% |
| 3M | -2.9% | +14.9% | -17.8% | -6.9% |
| 6M | +3.5% | +14.2% | -10.7% | -1.2% |
| YTD | +5.4% | +5.1% | +0.3% | +1.6% |
| 1Y | +17.3% | +2.1% | +15.2% | +13.7% |
| 3Y | +96.7% | -26.0% | +122.7% | +100.8% |
| 5Y | -1.1% | +9.0% | -10.1% | -12.7% |
| 10Y | +84.7% | +208.8% | -124.1% | +18.0% |
| All | +264.2% | +1,074.5% | -810.3% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling