+457.3%
TTMI vs BAH
+1,084.3%
-626.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.3% |
| 7D | -11.5% | +0.5% | -12.0% | -11.7% |
| 30D | -40.3% | +18.2% | -58.5% | -43.0% |
| 3M | -44.5% | +13.1% | -57.5% | -46.7% |
| 6M | -54.1% | +15.2% | -69.3% | -56.8% |
| YTD | +4.7% | +6.0% | -1.3% | -0.9% |
| 1Y | +3.3% | +3.1% | +0.2% | -1.2% |
| 3Y | +407.2% | -26.2% | +433.4% | +416.5% |
| 5Y | +406.5% | +9.3% | +397.2% | +340.1% |
| 10Y | +420.4% | +212.3% | +208.1% | +198.0% |
| All | +457.3% | +1,084.3% | -626.9% | +71.5% |
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