-10.8%
TT vs BBY
+87.9%
-98.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.1% | -1.4% |
| 7D | +4.0% | +4.5% | -0.4% | +4.2% |
| 30D | -11.3% | +16.8% | -28.1% | -10.2% |
| 3M | -12.3% | +23.2% | -35.5% | -11.1% |
| 6M | -10.8% | +91.9% | -102.8% | -7.9% |
| All | -10.8% | +87.9% | -98.8% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling