+893.7%
TT vs BAX
-36.7%
+930.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.3% | +0.4% |
| 7D | +1.6% | -2.4% | +4.0% | +2.1% |
| 30D | -7.3% | -9.7% | +2.4% | -5.2% |
| 3M | -2.6% | +29.3% | -31.8% | -9.1% |
| 6M | +5.9% | +40.7% | -34.8% | -3.7% |
| YTD | +15.4% | +30.3% | -14.9% | +6.1% |
| 1Y | +8.2% | +3.4% | +4.9% | +4.9% |
| 3Y | +122.7% | -32.0% | +154.7% | +134.4% |
| 5Y | +145.0% | -66.9% | +211.8% | +235.8% |
| 10Y | +893.7% | -37.1% | +930.8% | +938.2% |
| All | +893.7% | -36.7% | +930.5% | +938.2% |
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