+1,753.6%
TSM vs BAH
+182.5%
+1,571.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | +6.0% | -4.3% | +10.4% | +6.7% |
| 30D | +4.5% | -4.5% | +9.0% | +5.2% |
| 3M | +3.1% | -7.6% | +10.7% | +4.1% |
| 6M | +30.2% | -10.6% | +40.8% | +31.7% |
| YTD | +45.2% | -12.6% | +57.8% | +46.6% |
| 1Y | +79.6% | -27.0% | +106.5% | +87.4% |
| 3Y | +411.0% | -31.5% | +442.5% | +426.7% |
| 5Y | +290.7% | -3.8% | +294.5% | +262.3% |
| 10Y | +1,753.6% | +183.9% | +1,569.7% | +1,257.0% |
| All | +1,753.6% | +182.5% | +1,571.0% | +1,257.0% |
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 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