-0.9%
BA vs TTMI
+804.2%
-805.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.8% | -8.0% | -0.7% |
| 7D | +1.2% | +5.9% | -4.7% | +0.1% |
| 30D | -11.6% | -4.3% | -7.3% | -11.3% |
| 3M | -2.4% | -32.0% | +29.7% | +2.8% |
| 6M | -6.6% | +19.5% | -26.1% | -14.3% |
| YTD | -2.2% | +82.0% | -84.3% | -19.7% |
| 1Y | -8.0% | +172.6% | -180.6% | -33.4% |
| 3Y | -5.0% | +744.7% | -749.6% | -52.1% |
| All | -0.9% | +804.2% | -805.2% | -53.4% |
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