-12.5%
TLT vs BAH
+218.8%
-231.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | +0.1% |
| 7D | +0.3% | -1.5% | +1.8% | +0.2% |
| 30D | +5.1% | +17.3% | -12.2% | +5.6% |
| 3M | -0.2% | +14.9% | -15.1% | +0.3% |
| 6M | -2.9% | +14.2% | -17.2% | -2.4% |
| YTD | -2.7% | +5.1% | -7.8% | -2.4% |
| 1Y | -4.6% | +2.1% | -6.7% | -4.4% |
| 3Y | +6.1% | -26.0% | +32.1% | +5.8% |
| 5Y | -35.1% | +9.0% | -44.1% | -32.8% |
| 10Y | -12.5% | +208.8% | -221.3% | -3.3% |
| All | -12.5% | +218.8% | -231.3% | -3.3% |
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