-22.1%
BA vs TTD
-84.7%
+62.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +1.1% | +5.2% | -4.1% | +0.2% |
| 30D | -7.9% | +6.9% | -14.9% | -9.2% |
| 3M | -25.3% | -26.8% | +1.5% | -21.9% |
| 6M | -24.6% | -46.1% | +21.6% | -17.3% |
| YTD | -20.1% | -65.9% | +45.8% | -5.6% |
| 1Y | -11.8% | -71.8% | +60.1% | +8.1% |
| 3Y | -10.1% | -83.3% | +73.2% | +10.0% |
| All | -22.1% | -84.7% | +62.5% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling