+741.5%
TT vs BAH
+211.3%
+530.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +3.5% | -1.6% | +5.1% | +3.8% |
| 30D | -11.0% | +18.0% | -29.0% | -14.3% |
| 3M | -12.0% | +11.4% | -23.4% | -14.5% |
| 6M | -10.4% | +17.7% | -28.1% | -14.6% |
| YTD | +9.9% | +5.4% | +4.6% | +6.0% |
| 1Y | +1.5% | +2.8% | -1.3% | -1.8% |
| 3Y | +93.7% | -26.7% | +120.4% | +98.9% |
| 5Y | +139.2% | +8.1% | +131.2% | +111.8% |
| 10Y | +741.5% | +202.5% | +539.0% | +483.6% |
| All | +741.5% | +211.3% | +530.2% | +483.6% |
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