+1,502.7%
BA vs TT
+14,782.0%
-13,279.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.8% |
| 7D | +5.9% | -8.5% | +14.4% | +9.7% |
| 30D | -8.2% | -12.8% | +4.6% | -3.1% |
| 3M | -25.4% | -12.9% | -12.5% | -21.2% |
| 6M | -20.0% | -15.2% | -4.8% | -15.1% |
| YTD | -18.5% | +6.2% | -24.7% | -21.8% |
| 1Y | -10.6% | -4.5% | -6.1% | -10.4% |
| 3Y | -9.3% | +93.6% | -102.8% | -34.2% |
| 5Y | -16.9% | +141.1% | -158.0% | -46.0% |
| 10Y | +37.9% | +796.8% | -758.9% | -44.9% |
| All | +1,502.7% | +14,782.0% | -13,279.2% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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