+1,150.4%
TMO vs BAH
+878.1%
+272.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -0.5% | -1.3% | +0.9% | -0.1% |
| 30D | +1.0% | -6.6% | +7.6% | +2.7% |
| 3M | +22.7% | -7.2% | +29.9% | +24.3% |
| 6M | +19.0% | -10.0% | +29.0% | +21.1% |
| YTD | +4.7% | -12.5% | +17.2% | +6.5% |
| 1Y | +26.0% | -27.9% | +53.9% | +34.4% |
| 3Y | +18.0% | -31.4% | +49.4% | +23.0% |
| 5Y | +8.0% | -3.2% | +11.2% | -0.4% |
| 10Y | +333.8% | +191.5% | +142.3% | +183.8% |
| All | +1,150.4% | +878.1% | +272.4% | +427.4% |
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