+869.1%
TTMI vs BAH
+886.2%
-17.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.5% | +10.3% | +9.2% |
| 7D | +5.9% | -3.2% | +9.1% | +6.7% |
| 30D | -4.3% | +2.0% | -6.3% | -5.1% |
| 3M | -32.0% | -7.6% | -24.4% | -31.5% |
| 6M | +19.5% | -5.7% | +25.1% | +18.5% |
| YTD | +82.0% | -11.7% | +93.8% | +81.9% |
| 1Y | +172.6% | -27.4% | +200.0% | +188.7% |
| 3Y | +744.7% | -32.5% | +777.2% | +777.9% |
| 5Y | +805.6% | -3.3% | +808.9% | +711.1% |
| 10Y | +1,057.6% | +186.0% | +871.6% | +573.8% |
| All | +869.1% | +886.2% | -17.1% | +214.9% |
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