-83.3%
TTD vs BAH
-32.1%
-51.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | +1.7% | -4.3% | +6.1% | +3.0% |
| 30D | +1.6% | -4.5% | +6.1% | +2.8% |
| 3M | -27.8% | -7.6% | -20.2% | -26.7% |
| 6M | -52.1% | -10.6% | -41.5% | -51.0% |
| YTD | -63.1% | -12.6% | -50.5% | -61.9% |
| 1Y | -73.1% | -27.0% | -46.1% | -71.1% |
| 3Y | -83.3% | -31.5% | -51.8% | -82.6% |
| All | -83.3% | -32.1% | -51.2% | -82.6% |
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