-26.4%
BA vs TTMI
+416.2%
-442.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.4% |
| 7D | -1.1% | +11.4% | -12.5% | -3.0% |
| 30D | -7.1% | -28.3% | +21.2% | -3.6% |
| 3M | -25.5% | -46.7% | +21.1% | -19.3% |
| 6M | -28.7% | -56.1% | +27.4% | -21.6% |
| YTD | -21.0% | +7.4% | -28.4% | -30.7% |
| 1Y | -11.9% | +17.4% | -29.3% | -25.2% |
| 3Y | -16.2% | +429.1% | -445.3% | -55.6% |
| All | -26.4% | +416.2% | -442.7% | -65.7% |
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