+471.6%
TTMI vs BAH
+1,076.0%
-604.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | +11.4% | +1.7% | +9.7% | +11.0% |
| 30D | -28.3% | +20.8% | -49.1% | -31.9% |
| 3M | -46.7% | +11.6% | -58.2% | -48.7% |
| 6M | -56.1% | +23.1% | -79.2% | -59.4% |
| YTD | +7.4% | +5.3% | +2.1% | +1.7% |
| 1Y | +17.4% | +6.1% | +11.3% | +11.1% |
| 3Y | +429.1% | -27.5% | +456.6% | +441.7% |
| 5Y | +418.8% | +6.2% | +412.6% | +355.1% |
| 10Y | +411.2% | +202.2% | +209.0% | +195.9% |
| All | +471.6% | +1,076.0% | -604.4% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling