-4.6%
BA vs TTD
-81.8%
+77.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +1.4% |
| 7D | +1.2% | +6.3% | -5.2% | +0.4% |
| 30D | -11.6% | -23.9% | +12.3% | -9.0% |
| 3M | -2.4% | -31.4% | +29.0% | +1.6% |
| 6M | -6.6% | -42.7% | +36.0% | -1.3% |
| YTD | -2.2% | -62.0% | +59.7% | +9.6% |
| 1Y | -8.0% | -72.2% | +64.2% | +7.8% |
| All | -4.6% | -81.8% | +77.1% | +4.8% |
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