+95.9%
BAC vs TTD
-75.9%
+171.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | 0.0% |
| 7D | +1.5% | +20.8% | -19.3% | -0.2% |
| 30D | -6.4% | +27.1% | -33.5% | -8.4% |
| 3M | -21.7% | +14.7% | -36.3% | -22.8% |
| 6M | +0.5% | -26.8% | +27.3% | +2.3% |
| YTD | -6.7% | -59.2% | +52.6% | -0.1% |
| 1Y | -4.7% | -64.7% | +60.0% | +3.5% |
| All | +95.9% | -75.9% | +171.8% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling