+10.7%
TTMI vs BAH
+6.2%
+4.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.5% | -11.6% | -9.6% |
| 7D | -19.2% | +5.8% | -24.9% | -17.3% |
| 30D | -44.9% | +28.7% | -73.6% | -39.1% |
| 3M | -44.7% | +20.9% | -65.6% | -39.9% |
| 6M | -53.4% | +15.2% | -68.6% | -47.3% |
| YTD | +6.3% | +7.1% | -0.7% | +14.7% |
| 1Y | +10.7% | +6.4% | +4.3% | +19.0% |
| All | +10.7% | +6.2% | +4.5% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling