+43.6%
BA vs TTD
+345.6%
-302.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.6% | -2.0% |
| 7D | -0.1% | -1.9% | +1.8% | +0.2% |
| 30D | -9.1% | +7.5% | -16.6% | -10.4% |
| 3M | -28.2% | -32.4% | +4.3% | -24.0% |
| 6M | -23.1% | -47.9% | +24.8% | -15.5% |
| YTD | -20.6% | -66.3% | +45.7% | -6.8% |
| 1Y | -12.7% | -73.1% | +60.4% | +6.4% |
| 3Y | -11.6% | -83.8% | +72.2% | +9.4% |
| 5Y | -23.1% | -81.3% | +58.2% | -14.1% |
| 10Y | +34.4% | +436.7% | -402.3% | +2.1% |
| All | +43.6% | +345.6% | -302.0% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling