+251.7%
BAC vs TTD
+574.0%
-322.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +15.5% | -13.2% | +0.6% |
| 7D | +2.0% | +19.0% | -17.0% | 0.0% |
| 30D | -6.9% | +23.6% | -30.5% | -9.2% |
| 3M | -19.6% | +8.2% | -27.8% | -20.5% |
| 6M | -0.5% | -35.3% | +34.8% | +3.2% |
| YTD | -6.6% | -60.7% | +54.1% | +1.7% |
| 1Y | -3.0% | -65.3% | +62.3% | +7.1% |
| 3Y | +97.3% | -80.6% | +177.9% | +121.0% |
| 5Y | +21.9% | -84.6% | +106.5% | +32.9% |
| 10Y | +251.7% | +550.5% | -298.9% | +155.9% |
| All | +251.7% | +574.0% | -322.4% | +155.9% |
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