+2,143.1%
TT vs BAH
+886.2%
+1,256.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | 0.0% | -3.2% | +3.2% | +0.8% |
| 30D | -7.2% | +2.0% | -9.2% | -7.8% |
| 3M | -3.0% | -7.6% | +4.7% | -1.6% |
| 6M | +1.4% | -5.7% | +7.0% | +1.4% |
| YTD | +15.9% | -11.7% | +27.6% | +16.7% |
| 1Y | +9.4% | -27.4% | +36.8% | +15.8% |
| 3Y | +124.4% | -32.5% | +156.9% | +134.5% |
| 5Y | +138.0% | -3.3% | +141.3% | +118.2% |
| 10Y | +886.4% | +186.0% | +700.4% | +539.6% |
| All | +2,143.1% | +886.2% | +1,256.8% | +833.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling