+167.0%
BB vs TMF
-28.1%
+195.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.8% | +2.8% |
| 7D | +7.3% | -3.4% | +10.7% | +7.8% |
| 30D | +11.2% | +11.5% | -0.3% | +9.5% |
| 3M | +4.7% | -4.5% | +9.2% | +5.2% |
| 6M | +51.1% | -15.0% | +66.1% | +54.0% |
| YTD | +148.0% | -19.9% | +167.9% | +153.9% |
| 1Y | +106.1% | -26.6% | +132.7% | +113.3% |
| All | +167.0% | -28.1% | +195.2% | +156.7% |
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