+1,084.3%
TTMI vs BAH
+207.1%
+877.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.8% | -6.4% | -2.4% |
| 7D | +6.0% | +2.4% | +3.6% | +5.5% |
| 30D | -6.4% | -2.9% | -3.5% | -6.1% |
| 3M | -28.9% | -1.3% | -27.6% | -29.1% |
| 6M | +26.9% | -0.9% | +27.8% | +25.4% |
| YTD | +77.3% | -8.2% | +85.5% | +76.5% |
| 1Y | +147.5% | -24.0% | +171.5% | +158.7% |
| 3Y | +847.6% | -28.1% | +875.7% | +864.1% |
| 5Y | +802.2% | +2.5% | +799.7% | +698.7% |
| All | +1,084.3% | +207.1% | +877.3% | +758.4% |
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