+4,432.5%
TT vs BB
+258.8%
+4,173.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.2% | -5.6% | +5.4% | +0.4% |
| 30D | -7.4% | -11.8% | +4.4% | -6.2% |
| 3M | -3.2% | -25.5% | +22.3% | -0.7% |
| 6M | +1.1% | +121.3% | -120.2% | -9.1% |
| YTD | +15.6% | +103.2% | -87.5% | +4.8% |
| 1Y | +9.2% | +102.6% | -93.5% | -1.4% |
| 3Y | +124.4% | +37.5% | +86.9% | +104.3% |
| 5Y | +138.0% | -30.4% | +168.4% | +128.1% |
| 10Y | +886.4% | 0.0% | +886.4% | +696.9% |
| All | +4,432.5% | +258.8% | +4,173.7% | +3,015.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling