+750.6%
TT vs BAX
-35.6%
+786.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +4.1% |
| 7D | +1.7% | +9.0% | -7.3% | -0.2% |
| 30D | -11.8% | +8.5% | -20.3% | -13.6% |
| 3M | -12.6% | -4.1% | -8.5% | -12.0% |
| 6M | -9.4% | +46.9% | -56.3% | -18.3% |
| YTD | +8.8% | +38.4% | -29.6% | -1.5% |
| 1Y | -2.5% | +47.0% | -49.5% | -13.3% |
| 3Y | +95.7% | -14.9% | +110.6% | +92.1% |
| 5Y | +135.7% | -62.5% | +198.2% | +210.6% |
| 10Y | +750.6% | -33.9% | +784.5% | +823.7% |
| All | +750.6% | -35.6% | +786.3% | +823.7% |
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