+317.6%
TRI vs BAH
+876.9%
-559.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.2% |
| 7D | -7.1% | -4.3% | -2.8% | -5.9% |
| 30D | -2.3% | -4.5% | +2.1% | -1.1% |
| 3M | +19.6% | -7.6% | +27.2% | +22.0% |
| 6M | -8.7% | -10.6% | +1.9% | -6.0% |
| YTD | -22.3% | -12.6% | -9.7% | -19.7% |
| 1Y | -40.7% | -27.0% | -13.7% | -36.4% |
| 3Y | -17.8% | -31.5% | +13.7% | -13.1% |
| 5Y | -8.5% | -3.8% | -4.7% | -12.8% |
| 10Y | +192.6% | +183.9% | +8.7% | +114.5% |
| All | +317.6% | +876.9% | -559.3% | +114.0% |
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