+54.5%
T vs BB
-22.2%
+76.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -0.9% |
| 7D | +1.0% | +3.8% | -2.8% | +1.0% |
| 30D | -10.6% | -0.3% | -10.3% | -10.7% |
| 3M | -7.7% | -0.5% | -7.3% | -7.9% |
| 6M | -13.3% | +45.9% | -59.2% | -14.9% |
| YTD | -8.8% | +130.6% | -139.4% | -12.1% |
| 1Y | -8.4% | +89.2% | -97.6% | -11.0% |
| 3Y | +59.6% | +137.5% | -77.9% | +50.8% |
| All | +54.5% | -22.2% | +76.7% | +60.6% |
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