+911.5%
TT vs BBY
+242.2%
+669.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | -8.9% | +5.8% | -14.7% | -10.4% |
| 3M | -1.8% | +18.0% | -19.8% | -6.6% |
| 6M | +1.9% | +39.8% | -38.0% | -8.5% |
| YTD | +13.8% | +35.4% | -21.6% | +2.6% |
| 1Y | +6.1% | +21.4% | -15.3% | -1.5% |
| 3Y | +119.6% | +39.5% | +80.0% | +87.4% |
| 5Y | +145.9% | -0.5% | +146.3% | +125.8% |
| All | +911.5% | +242.2% | +669.3% | +610.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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