+753.3%
TT vs BAH
+220.7%
+532.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.4% | +6.8% | +3.3% |
| 7D | -2.0% | -3.5% | +1.5% | -1.4% |
| 30D | -14.0% | +24.3% | -38.3% | -18.2% |
| 3M | -15.9% | +16.3% | -32.2% | -19.1% |
| 6M | -17.3% | +13.6% | -30.9% | -20.6% |
| YTD | +4.0% | +3.5% | +0.5% | +0.6% |
| 1Y | -7.1% | +2.7% | -9.8% | -10.2% |
| 3Y | +90.2% | -26.6% | +116.8% | +94.7% |
| 5Y | +131.1% | +8.5% | +122.6% | +103.6% |
| All | +753.3% | +220.7% | +532.6% | +469.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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