+31.8%
BA vs TTMI
+352.8%
-321.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.9% | -6.4% | -1.2% |
| 7D | +1.1% | -19.8% | +20.9% | +6.0% |
| 30D | -7.9% | -48.1% | +40.2% | +5.9% |
| 3M | -25.3% | -51.2% | +25.9% | -13.5% |
| 6M | -24.6% | -59.6% | +35.0% | -11.1% |
| YTD | -20.1% | -3.6% | -16.5% | -31.7% |
| 1Y | -11.8% | -2.3% | -9.4% | -26.3% |
| 3Y | -10.1% | +369.4% | -379.5% | -61.1% |
| 5Y | -22.7% | +365.4% | -388.2% | -68.6% |
| All | +31.8% | +352.8% | -321.0% | -51.9% |
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