+137.5%
BB vs TMF
-25.3%
+162.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | +3.8% | +1.2% | +2.6% | +3.6% |
| 30D | -0.3% | +19.7% | -20.1% | -3.0% |
| 3M | -0.5% | -2.1% | +1.6% | -0.3% |
| 6M | +45.9% | -13.4% | +59.4% | +48.4% |
| YTD | +130.6% | -16.7% | +147.3% | +135.1% |
| 1Y | +89.2% | -23.3% | +112.5% | +95.0% |
| 3Y | +137.5% | -24.8% | +162.3% | +117.2% |
| All | +137.5% | -25.3% | +162.8% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling