+146.0%
TT vs BAX
-65.4%
+211.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | 0.0% | -1.1% | +1.1% | +0.1% |
| 30D | -7.2% | -5.5% | -1.7% | -6.5% |
| 3M | -3.0% | +33.5% | -36.5% | -7.2% |
| 6M | +1.4% | +35.9% | -34.5% | -3.6% |
| YTD | +15.9% | +35.4% | -19.5% | +9.8% |
| 1Y | +9.4% | +9.8% | -0.3% | +6.5% |
| 3Y | +124.4% | -32.7% | +157.1% | +133.7% |
| All | +146.0% | -65.4% | +211.4% | +211.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling