-4.5%
TT vs BAX
+46.0%
-50.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.6% | -2.0% |
| 7D | -8.5% | +4.1% | -12.6% | -8.9% |
| 30D | -12.8% | +9.4% | -22.2% | -13.5% |
| 3M | -12.9% | -6.5% | -6.4% | -12.5% |
| 6M | -15.2% | +59.6% | -74.8% | -21.0% |
| YTD | +6.2% | +38.9% | -32.7% | +0.6% |
| 1Y | -4.5% | +48.0% | -52.5% | -10.4% |
| All | -4.5% | +46.0% | -50.6% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling