+400.7%
BAC vs TTD
+401.9%
-1.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.4% |
| 7D | +1.1% | +6.3% | -5.2% | +0.4% |
| 30D | -0.4% | -23.9% | +23.5% | +2.1% |
| 3M | +16.9% | -31.4% | +48.3% | +20.9% |
| 6M | +26.6% | -42.7% | +69.3% | +32.6% |
| YTD | +15.8% | -62.0% | +77.8% | +26.7% |
| 1Y | +27.2% | -72.2% | +99.4% | +43.6% |
| 3Y | +132.4% | -81.9% | +214.4% | +162.3% |
| 5Y | +72.6% | -81.5% | +154.1% | +83.8% |
| All | +400.7% | +401.9% | -1.2% | +275.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling