+66.1%
T vs BB
-27.1%
+93.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.4% |
| 7D | -1.5% | +0.5% | -2.0% | -1.6% |
| 30D | +7.6% | -12.4% | +20.0% | +7.9% |
| 3M | +15.3% | -15.3% | +30.6% | +15.4% |
| 6M | -8.5% | +128.8% | -137.2% | -12.1% |
| YTD | +6.8% | +107.7% | -100.9% | +2.9% |
| 1Y | -7.2% | +103.9% | -111.1% | -10.8% |
| 3Y | +108.2% | +72.6% | +35.7% | +100.1% |
| 5Y | +66.1% | -24.3% | +90.3% | +68.5% |
| All | +66.1% | -27.1% | +93.1% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling