+736.3%
TT vs BDX
+95.1%
+641.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.8% |
| 7D | +4.0% | +2.9% | +1.1% | +3.2% |
| 30D | -11.3% | +15.4% | -26.7% | -15.3% |
| 3M | -12.3% | +20.5% | -32.8% | -17.5% |
| 6M | -10.8% | +53.2% | -64.0% | -22.8% |
| YTD | +8.2% | +45.7% | -37.5% | -5.2% |
| 1Y | +1.5% | +47.3% | -45.8% | -11.5% |
| 3Y | +91.5% | +25.1% | +66.4% | +72.9% |
| 5Y | +130.2% | +27.4% | +102.8% | +103.8% |
| All | +736.3% | +95.1% | +641.2% | +552.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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