+396.0%
TTD vs BAH
+241.2%
+154.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +1.6% | +13.9% | +14.8% |
| 7D | +19.0% | -1.5% | +20.5% | +19.7% |
| 30D | +23.6% | +17.3% | +6.3% | +15.2% |
| 3M | +8.2% | +14.9% | -6.7% | +1.5% |
| 6M | -35.3% | +14.2% | -49.6% | -39.6% |
| YTD | -60.7% | +5.1% | -65.8% | -62.3% |
| 1Y | -65.3% | +2.1% | -67.4% | -66.5% |
| 3Y | -80.6% | -26.0% | -54.6% | -79.6% |
| 5Y | -84.6% | +9.0% | -93.6% | -87.2% |
| 10Y | +550.5% | +208.8% | +341.7% | +231.9% |
| All | +396.0% | +241.2% | +154.9% | +151.3% |
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 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