+957.3%
TT vs BIIB
-30.8%
+988.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +1.4% | -5.4% | +6.8% | +2.1% |
| 30D | -6.7% | +1.7% | -8.4% | -6.9% |
| 3M | -5.4% | +5.8% | -11.3% | -6.4% |
| 6M | +4.4% | +11.9% | -7.6% | +2.3% |
| YTD | +14.9% | +19.7% | -4.8% | +11.6% |
| 1Y | +9.3% | +46.7% | -37.5% | +3.1% |
| 3Y | +121.7% | -18.6% | +140.4% | +123.4% |
| 5Y | +148.2% | -29.8% | +177.9% | +150.5% |
| 10Y | +957.3% | -28.8% | +986.1% | +910.1% |
| All | +957.3% | -30.8% | +988.1% | +910.1% |
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