+254.1%
BAC vs TTMI
+278.7%
-24.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.0% | -9.0% | -2.0% |
| 7D | -1.9% | +7.2% | -9.1% | -3.9% |
| 30D | -7.2% | -28.7% | +21.5% | -2.7% |
| 3M | -20.4% | -39.8% | +19.4% | -14.3% |
| 6M | +1.3% | -51.7% | +53.0% | +11.6% |
| YTD | -6.4% | +14.1% | -20.5% | -18.2% |
| 1Y | -3.5% | +16.0% | -19.5% | -16.9% |
| 3Y | +96.7% | +452.7% | -356.0% | +12.9% |
| 5Y | +20.6% | +451.5% | -430.9% | -32.9% |
| 10Y | +233.0% | +443.1% | -210.1% | +78.8% |
| All | +254.1% | +278.7% | -24.6% | +41.9% |
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