+161.0%
TTMI vs BAH
-26.7%
+187.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.1% | -3.9% |
| 7D | +7.5% | -1.3% | +8.8% | +7.2% |
| 30D | -4.5% | -6.6% | +2.1% | -5.7% |
| 3M | -28.5% | -7.2% | -21.4% | -26.2% |
| 6M | +28.4% | -10.0% | +38.3% | +32.6% |
| YTD | +80.1% | -12.5% | +92.5% | +84.2% |
| 1Y | +161.0% | -27.9% | +188.9% | +159.7% |
| All | +161.0% | -26.7% | +187.8% | +159.7% |
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