+8,398.6%
TPR vs BB
-54.2%
+8,452.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.8% |
| 7D | +14.2% | +3.8% | +10.4% | +13.3% |
| 30D | +17.1% | -0.3% | +17.4% | +16.5% |
| 3M | -17.7% | -0.5% | -17.3% | -18.7% |
| 6M | -10.2% | +45.9% | -56.1% | -18.6% |
| YTD | +4.9% | +130.6% | -125.7% | -12.8% |
| 1Y | +36.1% | +89.2% | -53.0% | +16.8% |
| 3Y | +416.5% | +137.5% | +279.0% | +308.4% |
| 5Y | +254.8% | -20.9% | +275.7% | +226.7% |
| 10Y | +391.7% | +25.4% | +366.3% | +253.1% |
| All | +8,398.6% | -54.2% | +8,452.8% | +4,856.6% |
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