+734.7%
TT vs BIIB
-21.3%
+756.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +0.8% | +1.7% | -0.9% | +0.6% |
| 30D | -11.8% | +12.2% | -24.0% | -13.0% |
| 3M | -11.6% | +22.3% | -33.8% | -13.8% |
| 6M | -9.3% | +30.9% | -40.2% | -12.6% |
| YTD | +8.9% | +43.9% | -35.0% | +3.4% |
| 1Y | -2.2% | +62.1% | -64.3% | -8.6% |
| 3Y | +91.9% | +12.7% | +79.2% | +85.7% |
| 5Y | +136.0% | -5.1% | +141.1% | +130.1% |
| 10Y | +734.7% | -21.9% | +756.7% | +682.9% |
| All | +734.7% | -21.3% | +756.1% | +682.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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