+5,110.4%
TSM vs BAH
+1,056.2%
+4,054.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.4% | +10.8% | +7.1% |
| 7D | -7.6% | -3.5% | -4.0% | -7.1% |
| 30D | -20.5% | +24.3% | -44.7% | -23.7% |
| 3M | -10.0% | +16.3% | -26.3% | -12.9% |
| 6M | -10.1% | +13.6% | -23.6% | -13.0% |
| YTD | +24.5% | +3.5% | +21.0% | +21.4% |
| 1Y | +31.2% | +2.7% | +28.5% | +27.9% |
| 3Y | +322.0% | -26.6% | +348.6% | +331.8% |
| 5Y | +245.3% | +8.5% | +236.7% | +216.5% |
| 10Y | +1,465.8% | +225.1% | +1,240.7% | +988.4% |
| All | +5,110.4% | +1,056.2% | +4,054.2% | +2,410.0% |
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