+133.5%
TT vs BAH
+7.8%
+125.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +8.1% | -2.6% | +10.6% | +8.3% |
| 30D | -11.3% | +20.4% | -31.6% | -13.3% |
| 3M | -11.2% | +11.9% | -23.0% | -12.5% |
| 6M | -8.9% | +17.1% | -26.0% | -11.0% |
| YTD | +9.7% | +5.5% | +4.2% | +7.7% |
| 1Y | +1.3% | +5.6% | -4.4% | -0.9% |
| 3Y | +93.4% | -26.5% | +119.9% | +98.0% |
| 5Y | +133.5% | +6.5% | +127.1% | +110.3% |
| All | +133.5% | +7.8% | +125.8% | +110.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling