+265.7%
TSM vs BAH
+6.1%
+259.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | +6.2% | +1.7% | +4.5% | +6.1% |
| 30D | -7.3% | +20.8% | -28.1% | -8.2% |
| 3M | -7.1% | +11.6% | -18.7% | -7.7% |
| 6M | +0.2% | +23.1% | -22.9% | -1.0% |
| YTD | +32.2% | +5.3% | +27.0% | +32.0% |
| 1Y | +42.8% | +6.1% | +36.6% | +42.3% |
| 3Y | +330.4% | -27.5% | +357.9% | +346.8% |
| All | +265.7% | +6.1% | +259.5% | +272.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling