+238.2%
T vs BB
+307.3%
-69.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.1% |
| 7D | +1.0% | +3.8% | -2.8% | +0.8% |
| 30D | -10.6% | -0.3% | -10.3% | -10.8% |
| 3M | -7.7% | -0.5% | -7.3% | -8.2% |
| 6M | -13.3% | +45.9% | -59.2% | -16.5% |
| YTD | -8.8% | +130.6% | -139.4% | -15.0% |
| 1Y | -8.4% | +89.2% | -97.6% | -13.6% |
| 3Y | +59.6% | +137.5% | -77.9% | +44.6% |
| 5Y | +52.1% | -20.9% | +73.0% | +46.0% |
| 10Y | +56.9% | +25.4% | +31.5% | +35.0% |
| All | +238.2% | +307.3% | -69.1% | +152.0% |
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