+338.0%
BAC vs TTMI
+504.4%
-166.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.8% | -8.9% | -2.0% |
| 7D | +1.1% | +5.9% | -4.8% | -0.3% |
| 30D | -0.4% | -4.3% | +3.9% | -0.1% |
| 3M | +16.9% | -32.0% | +49.0% | +24.0% |
| 6M | +26.6% | +19.5% | +7.2% | +15.3% |
| YTD | +15.8% | +82.0% | -66.2% | -5.8% |
| 1Y | +27.2% | +172.6% | -145.5% | -7.7% |
| 3Y | +132.4% | +744.7% | -612.2% | +25.0% |
| 5Y | +72.6% | +805.6% | -733.0% | -11.2% |
| 10Y | +389.7% | +1,057.6% | -667.9% | +128.8% |
| All | +338.0% | +504.4% | -166.4% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling