+734.7%
TT vs BAX
-34.5%
+769.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +0.8% | +3.6% | -2.8% | 0.0% |
| 30D | -11.8% | +8.5% | -20.3% | -13.5% |
| 3M | -11.6% | -4.9% | -6.7% | -10.8% |
| 6M | -9.3% | +47.0% | -56.3% | -18.2% |
| YTD | +8.9% | +38.4% | -29.6% | -1.4% |
| 1Y | -2.2% | +49.1% | -51.4% | -13.4% |
| 3Y | +91.9% | -14.9% | +106.8% | +88.4% |
| 5Y | +136.0% | -63.1% | +199.1% | +213.1% |
| 10Y | +734.7% | -35.6% | +770.3% | +818.2% |
| All | +734.7% | -34.5% | +769.2% | +818.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling