+5,836.6%
TSM vs BAH
+886.2%
+4,950.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.3% | +3.1% |
| 7D | +2.7% | -3.2% | +6.0% | +3.3% |
| 30D | +3.6% | +2.0% | +1.6% | +3.1% |
| 3M | -3.4% | -7.6% | +4.3% | -2.4% |
| 6M | +20.6% | -5.7% | +26.3% | +20.6% |
| YTD | +41.9% | -11.7% | +53.6% | +42.9% |
| 1Y | +84.4% | -27.4% | +111.7% | +92.8% |
| 3Y | +380.2% | -32.5% | +412.8% | +398.7% |
| 5Y | +275.3% | -3.3% | +278.7% | +251.0% |
| 10Y | +1,751.4% | +186.0% | +1,565.4% | +1,219.5% |
| All | +5,836.6% | +886.2% | +4,950.4% | +2,855.5% |
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