+15,818.7%
TT vs BDX
+5,351.6%
+10,467.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.3% |
| 7D | 0.0% | -2.5% | +2.5% | +0.8% |
| 30D | -7.2% | +8.3% | -15.4% | -9.6% |
| 3M | -3.0% | +24.4% | -27.4% | -10.1% |
| 6M | +1.4% | +9.2% | -7.8% | -2.3% |
| YTD | +15.9% | +22.7% | -6.8% | +7.3% |
| 1Y | +9.4% | +25.9% | -16.5% | +0.2% |
| 3Y | +124.4% | -10.5% | +134.8% | +125.2% |
| 5Y | +138.0% | +1.9% | +136.1% | +127.0% |
| 10Y | +886.4% | +58.7% | +827.7% | +693.6% |
| All | +15,818.7% | +5,351.6% | +10,467.1% | +3,956.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling