-12.3%
BA vs TTD
-65.5%
+53.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.5% |
| 7D | -0.6% | +20.8% | -21.3% | -1.5% |
| 30D | -8.0% | +27.1% | -35.1% | -9.2% |
| 3M | -25.8% | +14.7% | -40.5% | -26.3% |
| 6M | -27.6% | -26.8% | -0.8% | -26.7% |
| YTD | -21.0% | -59.2% | +38.3% | -13.2% |
| 1Y | -12.3% | -64.7% | +52.4% | +0.7% |
| All | -12.3% | -65.5% | +53.3% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling