+245.0%
TPR vs BAH
+886.2%
-641.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | -2.3% | -3.2% | +0.9% | -1.5% |
| 30D | -23.0% | +2.0% | -25.0% | -23.5% |
| 3M | -12.5% | -7.6% | -4.8% | -11.1% |
| 6M | -21.4% | -5.7% | -15.8% | -21.3% |
| YTD | -3.5% | -11.7% | +8.2% | -2.3% |
| 1Y | +17.4% | -27.4% | +44.7% | +25.2% |
| 3Y | +291.3% | -32.5% | +323.8% | +310.0% |
| 5Y | +241.9% | -3.3% | +245.2% | +211.0% |
| 10Y | +322.7% | +186.0% | +136.7% | +187.0% |
| All | +245.0% | +886.2% | -641.2% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling