+36.0%
TSM vs BAH
+6.2%
+29.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.0% |
| 7D | -10.0% | +5.8% | -15.7% | -9.1% |
| 30D | -18.5% | +28.7% | -47.2% | -15.3% |
| 3M | -4.9% | +20.9% | -25.8% | -1.8% |
| 6M | -1.0% | +15.2% | -16.1% | +3.3% |
| YTD | +31.3% | +7.1% | +24.2% | +37.5% |
| 1Y | +36.0% | +6.4% | +29.6% | +44.4% |
| All | +36.0% | +6.2% | +29.8% | +44.4% |
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