-20.6%
TRI vs BAH
-28.1%
+7.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.8% | -6.1% | -2.7% |
| 7D | -14.4% | +2.4% | -16.8% | -15.0% |
| 30D | -8.1% | -2.9% | -5.2% | -7.4% |
| 3M | +17.5% | -1.3% | +18.9% | +17.3% |
| 6M | -5.0% | -0.9% | -4.1% | -5.1% |
| YTD | -24.7% | -8.2% | -16.5% | -23.7% |
| 1Y | -41.5% | -24.0% | -17.5% | -39.4% |
| All | -20.6% | -28.1% | +7.5% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling