+389.7%
TPR vs BAH
+218.8%
+170.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.0% |
| 7D | +12.7% | -1.5% | +14.2% | +13.2% |
| 30D | +17.1% | +17.3% | -0.2% | +11.7% |
| 3M | -15.9% | +14.9% | -30.7% | -19.5% |
| 6M | +2.6% | +14.2% | -11.6% | -2.5% |
| YTD | +7.5% | +5.1% | +2.4% | +3.3% |
| 1Y | +32.9% | +2.1% | +30.8% | +28.7% |
| 3Y | +413.8% | -26.0% | +439.8% | +425.2% |
| 5Y | +263.9% | +9.0% | +254.9% | +205.6% |
| 10Y | +389.7% | +208.8% | +180.9% | +208.4% |
| All | +389.7% | +218.8% | +170.9% | +208.4% |
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