+132.3%
TT vs BBY
-3.9%
+136.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.1% | -1.6% |
| 7D | +4.0% | +4.5% | -0.4% | +3.1% |
| 30D | -11.3% | +16.8% | -28.1% | -14.5% |
| 3M | -12.3% | +23.2% | -35.5% | -16.8% |
| 6M | -10.8% | +91.9% | -102.8% | -24.8% |
| YTD | +8.2% | +61.6% | -53.5% | -5.4% |
| 1Y | +1.5% | +43.9% | -42.4% | -8.3% |
| 3Y | +91.5% | +88.6% | +2.8% | +50.7% |
| All | +132.3% | -3.9% | +136.2% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling