+117.0%
TT vs BBY
+38.4%
+78.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.2% |
| 7D | +1.4% | +1.2% | +0.2% | +1.2% |
| 30D | -6.7% | +6.8% | -13.5% | -7.6% |
| 3M | -5.4% | +18.7% | -24.2% | -8.1% |
| 6M | +4.4% | +37.3% | -32.9% | -1.4% |
| YTD | +14.9% | +35.3% | -20.4% | +8.5% |
| 1Y | +9.3% | +20.7% | -11.4% | +5.6% |
| All | +117.0% | +38.4% | +78.6% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling