+108.8%
TNA vs BAH
-31.4%
+140.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.3% | -4.2% |
| 7D | -3.6% | -1.3% | -2.3% | -3.2% |
| 30D | -10.1% | -6.6% | -3.4% | -8.1% |
| 3M | +2.7% | -7.2% | +9.8% | +5.0% |
| 6M | +38.4% | -10.0% | +48.4% | +41.9% |
| YTD | +45.4% | -12.5% | +57.9% | +48.5% |
| 1Y | +55.9% | -27.9% | +83.9% | +72.5% |
| All | +108.8% | -31.4% | +140.2% | +121.8% |
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