+734.7%
TT vs BB
+28.9%
+705.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.1% |
| 7D | +0.8% | +11.6% | -10.8% | -0.3% |
| 30D | -11.8% | +2.6% | -14.4% | -12.1% |
| 3M | -11.6% | +3.5% | -15.1% | -12.2% |
| 6M | -9.3% | +43.5% | -52.8% | -13.6% |
| YTD | +8.9% | +141.2% | -132.3% | -1.8% |
| 1Y | -2.2% | +97.4% | -99.6% | -10.2% |
| 3Y | +91.9% | +151.1% | -59.2% | +67.3% |
| 5Y | +136.0% | -12.8% | +148.8% | +120.1% |
| 10Y | +734.7% | +27.5% | +707.3% | +534.5% |
| All | +734.7% | +28.9% | +705.8% | +534.5% |
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