+383.3%
TPR vs BAH
+210.6%
+172.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.6% |
| 7D | +12.1% | +0.5% | +11.6% | +11.9% |
| 30D | +16.7% | +18.2% | -1.6% | +11.1% |
| 3M | -17.4% | +13.1% | -30.5% | -20.6% |
| 6M | +2.3% | +15.2% | -12.9% | -3.0% |
| YTD | +7.1% | +6.0% | +1.1% | +2.7% |
| 1Y | +29.5% | +3.1% | +26.4% | +25.0% |
| 3Y | +415.0% | -26.2% | +441.3% | +427.7% |
| 5Y | +261.5% | +9.3% | +252.1% | +203.6% |
| 10Y | +383.3% | +212.3% | +171.0% | +202.4% |
| All | +383.3% | +210.6% | +172.7% | +202.4% |
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