+26.5%
BAC vs TTMI
+171.3%
-144.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.8% | -9.4% | -0.9% |
| 7D | +0.6% | +5.9% | -5.3% | +0.4% |
| 30D | -0.9% | -4.3% | +3.4% | -0.8% |
| 3M | +16.3% | -32.0% | +48.4% | +17.3% |
| 6M | +26.0% | +19.5% | +6.5% | +22.5% |
| YTD | +15.2% | +82.0% | -66.8% | +9.9% |
| 1Y | +26.5% | +172.6% | -146.1% | +18.4% |
| All | +26.5% | +171.3% | -144.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling