+901.9%
TTMI vs BAH
-32.1%
+934.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.0% |
| 7D | +12.2% | -4.3% | +16.5% | +12.1% |
| 30D | -5.7% | -4.5% | -1.3% | -5.8% |
| 3M | -27.5% | -7.6% | -19.9% | -26.3% |
| 6M | +47.1% | -10.6% | +57.7% | +49.7% |
| YTD | +87.5% | -12.6% | +100.0% | +90.0% |
| 1Y | +175.2% | -27.0% | +202.2% | +186.1% |
| 3Y | +901.9% | -31.5% | +933.4% | +901.4% |
| All | +901.9% | -32.1% | +934.0% | +901.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling