+18.3%
TMO vs BAH
-28.1%
+46.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.8% | -5.2% | -1.1% |
| 7D | -2.5% | +2.4% | -4.9% | -2.8% |
| 30D | -0.3% | -2.9% | +2.6% | +0.1% |
| 3M | +25.3% | -1.3% | +26.6% | +25.3% |
| 6M | +20.9% | -0.9% | +21.7% | +20.6% |
| YTD | +4.3% | -8.2% | +12.5% | +4.8% |
| 1Y | +27.0% | -24.0% | +51.0% | +31.1% |
| All | +18.3% | -28.1% | +46.4% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling