-22.1%
BA vs TTMI
+364.5%
-386.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.9% | -6.4% | -0.6% |
| 7D | +1.1% | -19.8% | +20.9% | +4.2% |
| 30D | -7.9% | -48.1% | +40.2% | +0.9% |
| 3M | -25.3% | -51.2% | +25.9% | -17.7% |
| 6M | -24.6% | -59.6% | +35.0% | -15.9% |
| YTD | -20.1% | -3.6% | -16.5% | -28.6% |
| 1Y | -11.8% | -2.3% | -9.4% | -22.3% |
| 3Y | -10.1% | +369.4% | -379.5% | -51.3% |
| All | -22.1% | +364.5% | -386.6% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling