+76.7%
BA vs TTD
+401.9%
-325.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +1.6% |
| 7D | +1.2% | +6.3% | -5.2% | +0.1% |
| 30D | -11.6% | -23.9% | +12.3% | -8.1% |
| 3M | -2.4% | -31.4% | +29.0% | +3.0% |
| 6M | -6.6% | -42.7% | +36.0% | +0.4% |
| YTD | -2.2% | -62.0% | +59.7% | +12.6% |
| 1Y | -8.0% | -72.2% | +64.2% | +11.5% |
| 3Y | -5.0% | -81.9% | +77.0% | +15.3% |
| 5Y | -2.7% | -81.5% | +78.8% | +8.7% |
| All | +76.7% | +401.9% | -325.2% | +32.6% |
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