+318.5%
TPR vs BB
-0.1%
+318.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | -5.6% | +3.3% | -1.3% |
| 30D | -23.0% | -11.8% | -11.2% | -21.6% |
| 3M | -12.5% | -25.5% | +13.1% | -9.5% |
| 6M | -21.4% | +121.3% | -142.7% | -34.9% |
| YTD | -3.5% | +103.2% | -106.7% | -18.8% |
| 1Y | +17.4% | +102.6% | -85.3% | -1.9% |
| 3Y | +291.3% | +37.5% | +253.8% | +234.2% |
| 5Y | +241.9% | -30.4% | +272.4% | +216.6% |
| All | +318.5% | -0.1% | +318.6% | +154.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling