+248.0%
T vs BB
+338.1%
-90.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.4% | +1.3% |
| 7D | +2.0% | +7.3% | -5.3% | +1.5% |
| 30D | -1.0% | +11.2% | -12.3% | -1.9% |
| 3M | -8.1% | +4.7% | -12.8% | -8.8% |
| 6M | -8.3% | +51.1% | -59.4% | -11.8% |
| YTD | -6.1% | +148.0% | -154.1% | -12.9% |
| 1Y | -7.4% | +106.1% | -113.5% | -13.2% |
| 3Y | +65.4% | +158.2% | -92.8% | +49.1% |
| 5Y | +57.6% | -10.8% | +68.5% | +50.2% |
| 10Y | +61.4% | +29.3% | +32.1% | +38.7% |
| All | +248.0% | +338.1% | -90.0% | +158.2% |
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