+297.0%
T vs BB
+258.8%
+38.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.3% | -5.6% | +4.4% | -0.9% |
| 30D | +11.4% | -11.8% | +23.2% | +12.1% |
| 3M | +14.3% | -25.5% | +39.8% | +15.8% |
| 6M | -9.3% | +121.3% | -130.5% | -14.9% |
| YTD | +7.1% | +103.2% | -96.1% | +1.0% |
| 1Y | -9.1% | +102.6% | -111.7% | -14.6% |
| 3Y | +105.3% | +37.5% | +67.8% | +93.4% |
| 5Y | +66.8% | -30.4% | +97.3% | +61.9% |
| 10Y | +66.8% | 0.0% | +66.8% | +46.2% |
| All | +297.0% | +258.8% | +38.2% | +199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling