+1,502.2%
TSM vs BAH
+218.8%
+1,283.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.3% |
| 7D | -2.5% | -1.5% | -1.0% | -2.4% |
| 30D | -14.3% | +17.3% | -31.5% | -16.4% |
| 3M | -7.2% | +14.9% | -22.1% | -9.5% |
| 6M | -5.1% | +14.2% | -19.4% | -7.6% |
| YTD | +28.9% | +5.1% | +23.8% | +26.2% |
| 1Y | +37.1% | +2.1% | +35.0% | +34.8% |
| 3Y | +341.5% | -26.0% | +367.5% | +353.2% |
| 5Y | +245.7% | +9.0% | +236.7% | +216.6% |
| 10Y | +1,502.2% | +208.8% | +1,293.5% | +1,060.7% |
| All | +1,502.2% | +218.8% | +1,283.5% | +1,060.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling