-12.3%
BA vs TTMI
+10.2%
-22.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.5% |
| 7D | -0.6% | +22.6% | -23.1% | -1.9% |
| 30D | -8.0% | -34.3% | +26.3% | -5.9% |
| 3M | -25.8% | -44.8% | +19.0% | -23.4% |
| 6M | -27.6% | -53.3% | +25.7% | -25.2% |
| YTD | -21.0% | +10.6% | -31.5% | -25.0% |
| 1Y | -12.3% | +8.2% | -20.4% | -17.3% |
| All | -12.3% | +10.2% | -22.4% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling