-20.1%
TNA vs BAH
-3.4%
-16.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.3% | -4.2% |
| 7D | -3.6% | -1.3% | -2.3% | -3.0% |
| 30D | -10.1% | -6.6% | -3.4% | -7.0% |
| 3M | +2.7% | -7.2% | +9.8% | +5.5% |
| 6M | +38.4% | -10.0% | +48.4% | +42.5% |
| YTD | +45.4% | -12.5% | +57.9% | +48.7% |
| 1Y | +55.9% | -27.9% | +83.9% | +79.5% |
| 3Y | +109.8% | -31.4% | +141.2% | +112.9% |
| All | -20.1% | -3.4% | -16.7% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling