-10.1%
BA vs TTD
-83.7%
+73.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +1.1% | +5.2% | -4.1% | +0.5% |
| 30D | -7.9% | +6.9% | -14.9% | -8.8% |
| 3M | -25.3% | -26.8% | +1.5% | -22.9% |
| 6M | -24.6% | -46.1% | +21.6% | -19.4% |
| YTD | -20.1% | -65.9% | +45.8% | -9.5% |
| 1Y | -11.8% | -71.8% | +60.1% | +2.8% |
| 3Y | -10.1% | -83.3% | +73.2% | -0.1% |
| All | -10.1% | -83.7% | +73.6% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling