-20.4%
BAC vs TTD
+21.1%
-41.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.7% | -0.5% |
| 7D | -1.9% | +20.8% | -22.6% | -4.4% |
| 30D | -7.2% | +33.8% | -41.0% | -10.0% |
| 3M | -20.4% | +17.8% | -38.3% | -22.6% |
| All | -20.4% | +21.1% | -41.5% | -22.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling