+893.7%
TT vs BB
+3.3%
+890.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.6% |
| 7D | +1.6% | +0.5% | +1.1% | +1.5% |
| 30D | -7.3% | -12.4% | +5.1% | -6.2% |
| 3M | -2.6% | -15.3% | +12.7% | -1.7% |
| 6M | +5.9% | +128.8% | -122.9% | -3.8% |
| YTD | +15.4% | +107.7% | -92.2% | +5.8% |
| 1Y | +8.2% | +103.9% | -95.6% | -0.9% |
| 3Y | +122.7% | +72.6% | +50.1% | +101.1% |
| 5Y | +145.0% | -24.3% | +169.2% | +131.8% |
| 10Y | +893.7% | +3.1% | +890.6% | +654.6% |
| All | +893.7% | +3.3% | +890.5% | +654.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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