+100.4%
BB vs TMF
-26.7%
+127.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.2% |
| 7D | +11.6% | -1.1% | +12.7% | +11.8% |
| 30D | +2.6% | +11.8% | -9.2% | -0.3% |
| 3M | +3.5% | -4.0% | +7.6% | +4.6% |
| 6M | +43.5% | -16.5% | +60.0% | +48.4% |
| YTD | +141.2% | -19.9% | +161.1% | +147.0% |
| All | +100.4% | -26.7% | +127.1% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling