+46.9%
BB vs TDY
+46.9%
+0.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.0% |
| 7D | -0.4% | -1.1% | +0.7% | +0.3% |
| 30D | -12.5% | -12.0% | -0.5% | -5.5% |
| 3M | -17.4% | -3.2% | -14.2% | -15.6% |
| 6M | +119.1% | -7.9% | +127.0% | +129.4% |
| YTD | +102.4% | +18.2% | +84.2% | +78.8% |
| 1Y | +98.2% | +6.7% | +91.5% | +87.7% |
| 3Y | +46.9% | +47.5% | -0.6% | +8.5% |
| All | +46.9% | +46.9% | +0.1% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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