+431.7%
TNA vs BAH
+886.2%
-454.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.9% |
| 7D | -0.1% | -3.2% | +3.2% | +2.5% |
| 30D | -4.9% | +2.0% | -6.9% | -7.0% |
| 3M | +0.4% | -7.6% | +8.0% | +3.8% |
| 6M | +32.5% | -5.7% | +38.2% | +30.2% |
| YTD | +53.7% | -11.7% | +65.4% | +55.0% |
| 1Y | +65.1% | -27.4% | +92.5% | +95.4% |
| 3Y | +98.4% | -32.5% | +131.0% | +121.4% |
| 5Y | -22.5% | -3.3% | -19.1% | -40.3% |
| 10Y | +82.5% | +186.0% | -103.5% | -44.4% |
| All | +431.7% | +886.2% | -454.5% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling