+257.3%
TFC vs BAH
+1,056.2%
-798.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | +0.3% |
| 7D | +1.2% | -3.5% | +4.8% | +2.2% |
| 30D | +8.3% | +24.3% | -15.9% | +2.0% |
| 3M | -5.2% | +16.3% | -21.5% | -9.4% |
| 6M | -0.8% | +13.6% | -14.4% | -5.2% |
| YTD | +3.4% | +3.5% | 0.0% | 0.0% |
| 1Y | +17.0% | +2.7% | +14.3% | +13.2% |
| 3Y | +86.2% | -26.6% | +112.7% | +90.3% |
| 5Y | -2.3% | +8.5% | -10.8% | -13.7% |
| 10Y | +93.9% | +225.1% | -131.2% | +22.0% |
| All | +257.3% | +1,056.2% | -798.9% | +40.1% |
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 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