+424.8%
TNA vs BAH
+876.9%
-452.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.5% |
| 7D | +4.1% | -4.3% | +8.4% | +7.8% |
| 30D | -7.6% | -4.5% | -3.2% | -4.5% |
| 3M | +8.1% | -7.6% | +15.7% | +11.6% |
| 6M | +49.0% | -10.6% | +59.6% | +54.1% |
| YTD | +51.7% | -12.6% | +64.3% | +54.2% |
| 1Y | +59.6% | -27.0% | +86.6% | +87.9% |
| 3Y | +118.9% | -31.5% | +150.4% | +139.8% |
| 5Y | -19.2% | -3.8% | -15.4% | -37.5% |
| 10Y | +77.2% | +183.9% | -106.7% | -45.7% |
| All | +424.8% | +876.9% | -452.0% | -54.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling