+28.1%
BA vs TTD
+574.0%
-545.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +15.5% | -16.1% | -3.2% |
| 7D | -1.7% | +19.0% | -20.7% | -4.8% |
| 30D | -9.5% | +23.6% | -33.0% | -13.0% |
| 3M | -26.5% | +8.2% | -34.7% | -27.9% |
| 6M | -27.4% | -35.3% | +7.9% | -23.1% |
| YTD | -20.6% | -60.7% | +40.1% | -9.3% |
| 1Y | -11.4% | -65.3% | +53.9% | +3.4% |
| 3Y | -10.8% | -80.6% | +69.7% | +7.0% |
| 5Y | -21.9% | -84.6% | +62.7% | -9.2% |
| 10Y | +28.1% | +550.5% | -522.4% | -7.6% |
| All | +28.1% | +574.0% | -545.9% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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