+129.6%
TT vs BAH
-32.2%
+161.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | 0.0% | -3.2% | +3.2% | +0.2% |
| 30D | -7.2% | +2.0% | -9.2% | -7.3% |
| 3M | -3.0% | -7.6% | +4.7% | -2.1% |
| 6M | +1.4% | -5.7% | +7.0% | +1.7% |
| YTD | +15.9% | -11.7% | +27.6% | +16.2% |
| 1Y | +9.4% | -27.4% | +36.8% | +13.3% |
| All | +129.6% | -32.2% | +161.8% | +131.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling