+129.6%
TT vs BB
+38.2%
+91.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | 0.0% | -5.6% | +5.6% | +0.5% |
| 30D | -7.2% | -11.8% | +4.6% | -6.2% |
| 3M | -3.0% | -25.5% | +22.6% | -1.1% |
| 6M | +1.4% | +121.3% | -119.9% | -7.5% |
| YTD | +15.9% | +103.2% | -87.3% | +6.6% |
| 1Y | +9.4% | +102.6% | -93.2% | +0.3% |
| All | +129.6% | +38.2% | +91.4% | +108.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling