-33.3%
TLT vs BAH
-3.4%
-29.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.2% |
| 7D | -0.4% | -3.2% | +2.8% | -0.4% |
| 30D | -0.6% | +2.0% | -2.6% | -0.6% |
| 3M | -2.7% | -7.6% | +4.9% | -2.6% |
| 6M | -5.6% | -5.7% | 0.0% | -5.6% |
| YTD | -2.8% | -11.7% | +8.9% | -2.7% |
| 1Y | -1.4% | -27.4% | +25.9% | -1.1% |
| 3Y | -1.6% | -32.5% | +31.0% | -0.7% |
| All | -33.3% | -3.4% | -29.8% | -33.2% |
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 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