+148.2%
TT vs BDX
-1.9%
+150.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | +1.4% | -3.6% | +5.0% | +2.2% |
| 30D | -6.7% | +0.7% | -7.3% | -6.9% |
| 3M | -5.4% | +19.0% | -24.4% | -9.4% |
| 6M | +4.4% | +10.8% | -6.4% | +1.7% |
| YTD | +14.9% | +20.1% | -5.2% | +9.5% |
| 1Y | +9.3% | +23.1% | -13.8% | +3.3% |
| 3Y | +121.7% | -8.8% | +130.6% | +128.0% |
| 5Y | +148.2% | -1.4% | +149.6% | +143.3% |
| All | +148.2% | -1.9% | +150.1% | +143.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling