+17.4%
TTMI vs BAH
+5.1%
+12.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -3.0% |
| 7D | +11.4% | +1.7% | +9.7% | +12.1% |
| 30D | -28.3% | +20.8% | -49.1% | -22.4% |
| 3M | -46.7% | +11.6% | -58.2% | -43.1% |
| 6M | -56.1% | +23.1% | -79.2% | -50.5% |
| YTD | +7.4% | +5.3% | +2.1% | +15.1% |
| 1Y | +17.4% | +6.1% | +11.3% | +22.1% |
| All | +17.4% | +5.1% | +12.3% | +22.1% |
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