+299.4%
TPR vs BB
+38.2%
+261.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | -5.6% | +3.3% | -1.6% |
| 30D | -23.0% | -11.8% | -11.2% | -21.9% |
| 3M | -12.5% | -25.5% | +13.1% | -10.1% |
| 6M | -21.4% | +121.3% | -142.7% | -34.5% |
| YTD | -3.5% | +103.2% | -106.7% | -18.4% |
| 1Y | +17.4% | +102.6% | -85.3% | -1.4% |
| All | +299.4% | +38.2% | +261.2% | +219.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling