+18.0%
TPR vs BAH
-26.7%
+44.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -2.3% | -3.2% | +0.9% | -2.0% |
| 30D | -23.0% | +2.0% | -25.0% | -23.1% |
| 3M | -12.5% | -7.6% | -4.8% | -12.2% |
| 6M | -21.4% | -5.7% | -15.8% | -21.7% |
| YTD | -3.5% | -11.7% | +8.2% | -3.3% |
| All | +18.0% | -26.7% | +44.7% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling