+398.4%
BAC vs TTD
+387.7%
+10.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.4% | -0.2% |
| 7D | +1.2% | +1.7% | -0.6% | +0.9% |
| 30D | -0.7% | +1.6% | -2.3% | -1.0% |
| 3M | +16.9% | -27.8% | +44.8% | +20.3% |
| 6M | +29.6% | -52.1% | +81.7% | +38.8% |
| YTD | +15.3% | -63.1% | +78.3% | +26.5% |
| 1Y | +28.8% | -73.1% | +101.9% | +46.0% |
| 3Y | +136.4% | -83.3% | +219.7% | +169.1% |
| 5Y | +72.9% | -80.6% | +153.5% | +83.3% |
| All | +398.4% | +387.7% | +10.7% | +275.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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