+94.2%
TT vs BAH
-26.6%
+120.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +8.1% | -2.6% | +10.6% | +8.1% |
| 30D | -11.3% | +20.4% | -31.6% | -11.8% |
| 3M | -11.2% | +11.9% | -23.0% | -11.5% |
| 6M | -8.9% | +17.1% | -26.0% | -9.3% |
| YTD | +9.7% | +5.5% | +4.2% | +9.3% |
| 1Y | +1.3% | +5.6% | -4.4% | +0.7% |
| All | +94.2% | -26.6% | +120.9% | +103.2% |
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