+22.6%
TT vs BIYA
-99.9%
+122.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | +0.1% |
| 7D | +0.8% | -4.1% | +4.9% | +0.8% |
| 30D | -11.8% | -35.5% | +23.7% | -11.8% |
| 3M | -11.6% | -56.3% | +44.7% | -11.5% |
| 6M | -9.3% | -88.7% | +79.3% | -9.5% |
| YTD | +8.9% | -97.0% | +105.8% | +9.2% |
| 1Y | -2.2% | -98.7% | +96.5% | -1.5% |
| All | +22.6% | -99.9% | +122.5% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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