-80.8%
TTD vs BAH
-3.4%
-77.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -3.9% |
| 7D | +6.3% | -3.2% | +9.6% | +7.5% |
| 30D | -23.9% | +2.0% | -25.9% | -24.8% |
| 3M | -31.4% | -7.6% | -23.8% | -30.1% |
| 6M | -42.7% | -5.7% | -37.0% | -42.1% |
| YTD | -62.0% | -11.7% | -50.3% | -60.8% |
| 1Y | -72.2% | -27.4% | -44.8% | -69.6% |
| 3Y | -81.9% | -32.5% | -49.4% | -81.0% |
| All | -80.8% | -3.4% | -77.4% | -83.6% |
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 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