+397.7%
BAC vs TTMI
+1,044.1%
-646.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.4% | +1.4% |
| 7D | +0.6% | +7.5% | -6.9% | -1.2% |
| 30D | -1.4% | -4.5% | +3.1% | -1.0% |
| 3M | +15.7% | -28.5% | +44.3% | +22.2% |
| 6M | +32.2% | +28.4% | +3.8% | +15.9% |
| YTD | +15.8% | +80.1% | -64.3% | -10.4% |
| 1Y | +27.3% | +161.0% | -133.8% | -14.7% |
| 3Y | +137.5% | +862.4% | -725.0% | -2.3% |
| 5Y | +73.1% | +812.9% | -739.9% | -31.3% |
| 10Y | +397.7% | +1,094.7% | -697.0% | +78.1% |
| All | +397.7% | +1,044.1% | -646.4% | +78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling