-34.5%
TLT vs BAH
+6.1%
-40.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | -3.1% | +1.7% | -4.8% | -3.1% |
| 30D | +1.0% | +20.8% | -19.7% | +0.6% |
| 3M | -2.7% | +11.6% | -14.3% | -3.0% |
| 6M | -4.1% | +23.1% | -27.2% | -4.6% |
| YTD | -5.4% | +5.3% | -10.6% | -5.6% |
| 1Y | -7.0% | +6.1% | -13.2% | -7.3% |
| 3Y | +2.8% | -27.5% | +30.3% | +3.3% |
| All | -34.5% | +6.1% | -40.7% | -35.8% |
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