+736.3%
TT vs BAX
-35.8%
+772.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +4.0% | +0.1% | +4.0% | +4.0% |
| 30D | -11.3% | +4.1% | -15.4% | -12.3% |
| 3M | -12.3% | -4.5% | -7.7% | -11.6% |
| 6M | -10.8% | +49.2% | -60.1% | -19.9% |
| YTD | +8.2% | +35.2% | -27.1% | -1.6% |
| 1Y | +1.5% | +38.3% | -36.8% | -8.3% |
| 3Y | +91.5% | -19.0% | +110.5% | +90.8% |
| 5Y | +130.2% | -64.2% | +194.4% | +208.0% |
| All | +736.3% | -35.8% | +772.1% | +828.3% |
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