+68.4%
T vs BB
+2.1%
+66.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.7% |
| 7D | -3.1% | +1.8% | -4.9% | -3.2% |
| 30D | +4.6% | -12.2% | +16.8% | +5.2% |
| 3M | +12.2% | -12.3% | +24.6% | +12.4% |
| 6M | -6.5% | +122.7% | -129.2% | -11.4% |
| YTD | +4.9% | +104.5% | -99.6% | -0.2% |
| 1Y | -10.5% | +106.7% | -117.1% | -15.2% |
| 3Y | +104.6% | +70.0% | +34.6% | +92.3% |
| 5Y | +64.2% | -27.8% | +92.0% | +60.7% |
| 10Y | +68.4% | +2.4% | +66.1% | +39.3% |
| All | +68.4% | +2.1% | +66.3% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling