+750.6%
TT vs BB
+33.0%
+717.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.5% | -0.8% | +4.1% |
| 7D | +1.7% | +15.0% | -13.2% | +0.4% |
| 30D | -11.8% | +3.5% | -15.3% | -12.2% |
| 3M | -12.6% | +2.7% | -15.3% | -13.2% |
| 6M | -9.4% | +44.7% | -54.1% | -13.7% |
| YTD | +8.8% | +143.3% | -134.5% | -1.9% |
| 1Y | -2.5% | +102.2% | -104.7% | -10.7% |
| 3Y | +95.7% | +156.1% | -60.5% | +70.3% |
| 5Y | +135.7% | -17.6% | +153.3% | +120.6% |
| 10Y | +750.6% | +29.0% | +721.7% | +547.3% |
| All | +750.6% | +33.0% | +717.6% | +547.3% |
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