+371.7%
TPR vs BAH
+211.3%
+160.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +6.4% | -1.6% | +8.0% | +6.9% |
| 30D | +13.8% | +18.0% | -4.3% | +8.4% |
| 3M | -16.6% | +11.4% | -28.1% | -19.5% |
| 6M | +0.7% | +17.7% | -17.0% | -5.2% |
| YTD | +5.3% | +5.4% | 0.0% | +1.2% |
| 1Y | +32.4% | +2.8% | +29.6% | +27.9% |
| 3Y | +406.4% | -26.7% | +433.0% | +419.8% |
| 5Y | +227.9% | +8.1% | +219.9% | +176.6% |
| 10Y | +371.7% | +202.5% | +169.2% | +195.4% |
| All | +371.7% | +211.3% | +160.4% | +195.4% |
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