+23.3%
BA vs TTMI
+394.2%
-370.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.7% |
| 7D | -1.1% | +11.4% | -12.5% | -4.1% |
| 30D | -7.1% | -28.3% | +21.2% | -1.9% |
| 3M | -25.5% | -46.7% | +21.1% | -15.9% |
| 6M | -28.7% | -56.1% | +27.4% | -17.8% |
| YTD | -21.0% | +7.4% | -28.4% | -34.6% |
| 1Y | -11.9% | +17.4% | -29.3% | -30.3% |
| 3Y | -16.2% | +429.1% | -445.3% | -65.0% |
| 5Y | -22.4% | +418.8% | -441.2% | -69.5% |
| All | +23.3% | +394.2% | -370.9% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling