+318.5%
TPR vs BAH
+185.0%
+133.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | -2.3% | -3.2% | +0.9% | -1.4% |
| 30D | -23.0% | +2.0% | -25.0% | -23.5% |
| 3M | -12.5% | -7.6% | -4.8% | -11.0% |
| 6M | -21.4% | -5.7% | -15.8% | -21.3% |
| YTD | -3.5% | -11.7% | +8.2% | -2.2% |
| 1Y | +17.4% | -27.4% | +44.7% | +26.1% |
| 3Y | +291.3% | -32.5% | +323.8% | +306.5% |
| 5Y | +241.9% | -3.3% | +245.2% | +194.6% |
| All | +318.5% | +185.0% | +133.5% | +169.6% |
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