+365.8%
TTD vs BAH
+183.7%
+182.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.4% |
| 7D | +1.7% | -4.3% | +6.1% | +3.6% |
| 30D | +1.6% | -4.5% | +6.1% | +3.4% |
| 3M | -27.8% | -7.6% | -20.2% | -26.2% |
| 6M | -52.1% | -10.6% | -41.5% | -50.5% |
| YTD | -63.1% | -12.6% | -50.5% | -61.6% |
| 1Y | -73.1% | -27.0% | -46.1% | -70.0% |
| 3Y | -83.3% | -31.5% | -51.8% | -82.1% |
| 5Y | -80.6% | -3.8% | -76.8% | -83.1% |
| All | +365.8% | +183.7% | +182.0% | +156.0% |
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