+917.7%
TT vs BDX
+59.3%
+858.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -1.2% | -3.2% | +2.0% | -0.2% |
| 30D | -7.3% | -2.5% | -4.8% | -6.6% |
| 3M | -3.6% | +21.4% | -25.0% | -9.9% |
| 6M | +2.8% | +10.4% | -7.6% | -1.1% |
| YTD | +14.5% | +18.8% | -4.3% | +7.2% |
| 1Y | +7.4% | +21.7% | -14.3% | -0.5% |
| 3Y | +116.2% | -10.0% | +126.2% | +119.2% |
| 5Y | +147.4% | -1.8% | +149.2% | +139.2% |
| All | +917.7% | +59.3% | +858.4% | +741.9% |
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