+21.9%
BAC vs TTMI
+429.4%
-407.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +13.3% | -11.0% | +0.4% |
| 7D | +2.0% | -1.6% | +3.6% | +1.8% |
| 30D | -6.9% | -37.7% | +30.8% | -1.8% |
| 3M | -19.6% | -45.1% | +25.5% | -14.0% |
| 6M | -0.5% | -52.1% | +51.6% | +6.7% |
| YTD | -6.6% | +9.2% | -15.8% | -17.9% |
| 1Y | -3.0% | +12.9% | -15.9% | -16.4% |
| 3Y | +97.3% | +445.5% | -348.2% | +6.6% |
| 5Y | +21.9% | +427.9% | -406.0% | -39.3% |
| All | +21.9% | +429.4% | -407.5% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling