+32.7%
TNA vs BAH
+198.8%
-166.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -0.8% |
| 7D | +3.7% | +1.7% | +2.0% | +2.5% |
| 30D | +4.4% | +20.8% | -16.4% | -10.4% |
| 3M | -26.7% | +11.6% | -38.2% | -34.0% |
| 6M | -12.8% | +23.1% | -35.9% | -29.9% |
| YTD | +22.7% | +5.3% | +17.4% | +6.3% |
| 1Y | +35.7% | +6.1% | +29.5% | +16.3% |
| 3Y | +134.6% | -27.5% | +162.1% | +146.7% |
| 5Y | -46.0% | +6.2% | -52.2% | -63.5% |
| All | +32.7% | +198.8% | -166.1% | -61.2% |
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 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