+256.1%
TPR vs BB
-20.8%
+277.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.9% |
| 7D | +14.2% | +3.8% | +10.4% | +13.2% |
| 30D | +17.1% | -0.3% | +17.4% | +16.3% |
| 3M | -17.7% | -0.5% | -17.3% | -18.9% |
| 6M | -10.2% | +45.9% | -56.1% | -21.6% |
| YTD | +4.9% | +130.6% | -125.7% | -19.1% |
| 1Y | +36.1% | +89.2% | -53.0% | +9.9% |
| 3Y | +416.5% | +137.5% | +279.0% | +268.7% |
| All | +256.1% | -20.8% | +277.0% | +254.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling