+76.5%
TNA vs BAH
+207.9%
-131.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | -7.3% | +4.3% | -11.5% | -10.5% |
| 30D | -14.2% | -2.5% | -11.7% | -13.0% |
| 3M | -4.6% | -0.9% | -3.6% | -6.9% |
| 6M | +36.9% | +1.5% | +35.5% | +27.7% |
| YTD | +42.5% | -8.0% | +50.5% | +39.0% |
| 1Y | +45.8% | -24.7% | +70.5% | +67.7% |
| 3Y | +104.7% | -28.4% | +133.0% | +110.0% |
| 5Y | -21.7% | +2.8% | -24.5% | -47.2% |
| All | +76.5% | +207.9% | -131.4% | -47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling