+273.7%
TFC vs BAH
+886.2%
-612.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.5% |
| 7D | +2.4% | -3.2% | +5.7% | +3.3% |
| 30D | -1.3% | +2.0% | -3.3% | -2.0% |
| 3M | +6.1% | -7.6% | +13.7% | +7.7% |
| 6M | +7.3% | -5.7% | +13.0% | +7.7% |
| YTD | +8.2% | -11.7% | +19.9% | +9.5% |
| 1Y | +14.4% | -27.4% | +41.8% | +22.0% |
| 3Y | +93.7% | -32.5% | +126.3% | +102.0% |
| 5Y | +16.4% | -3.3% | +19.7% | +5.8% |
| 10Y | +101.6% | +186.0% | -84.4% | +31.4% |
| All | +273.7% | +886.2% | -612.5% | +53.4% |
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