+132.3%
TT vs BB
-17.6%
+149.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.1% |
| 7D | +4.0% | +1.8% | +2.2% | +3.8% |
| 30D | -11.3% | +8.1% | -19.5% | -12.3% |
| 3M | -12.3% | -1.0% | -11.3% | -12.6% |
| 6M | -10.8% | +45.9% | -56.7% | -16.7% |
| YTD | +8.2% | +134.8% | -126.7% | -6.0% |
| 1Y | +1.5% | +104.6% | -103.1% | -10.3% |
| 3Y | +91.5% | +152.8% | -61.4% | +57.2% |
| All | +132.3% | -17.6% | +149.9% | +128.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling