+359.4%
TPR vs BDX
+92.0%
+267.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | +6.4% | +2.5% | +3.9% | +5.4% |
| 30D | +13.8% | +13.6% | +0.2% | +8.5% |
| 3M | -16.6% | +18.9% | -35.6% | -21.9% |
| 6M | +0.7% | +51.8% | -51.1% | -14.2% |
| YTD | +5.3% | +43.3% | -38.0% | -8.9% |
| 1Y | +32.4% | +48.0% | -15.6% | +13.0% |
| 3Y | +406.4% | +23.7% | +382.7% | +352.7% |
| 5Y | +227.9% | +24.9% | +203.0% | +185.5% |
| All | +359.4% | +92.0% | +267.5% | +263.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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