+736.3%
TT vs BIIB
-20.7%
+757.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.6% |
| 7D | +4.0% | +2.0% | +2.0% | +3.8% |
| 30D | -11.3% | +8.8% | -20.1% | -12.3% |
| 3M | -12.3% | +20.3% | -32.6% | -14.3% |
| 6M | -10.8% | +23.9% | -34.7% | -13.5% |
| YTD | +8.2% | +44.0% | -35.8% | +2.7% |
| 1Y | +1.5% | +53.8% | -52.4% | -4.5% |
| 3Y | +91.5% | +13.8% | +77.6% | +85.0% |
| 5Y | +130.2% | -6.3% | +136.5% | +124.7% |
| All | +736.3% | -20.7% | +757.0% | +687.8% |
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