+14,178.8%
TT vs BAX
+898.9%
+13,279.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.2% |
| 7D | -2.0% | +12.1% | -14.1% | -5.4% |
| 30D | -14.0% | +7.6% | -21.6% | -16.2% |
| 3M | -15.9% | -4.5% | -11.4% | -15.1% |
| 6M | -17.3% | +52.0% | -69.3% | -28.5% |
| YTD | +4.0% | +35.1% | -31.2% | -7.9% |
| 1Y | -7.1% | +43.7% | -50.8% | -19.5% |
| 3Y | +90.2% | -20.9% | +111.2% | +89.7% |
| 5Y | +131.1% | -63.5% | +194.7% | +192.5% |
| 10Y | +777.7% | -36.0% | +813.7% | +798.0% |
| All | +14,178.8% | +898.9% | +13,279.9% | +6,086.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling