+22.6%
TT vs BIYA
-99.9%
+122.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.3% | +4.7% |
| 7D | +1.7% | -7.8% | +9.5% | +1.7% |
| 30D | -11.8% | -38.5% | +26.7% | -11.8% |
| 3M | -12.6% | -59.5% | +46.9% | -12.5% |
| 6M | -9.4% | -89.2% | +79.8% | -9.6% |
| YTD | +8.8% | -97.1% | +105.9% | +9.1% |
| 1Y | -2.5% | -99.0% | +96.5% | -1.7% |
| All | +22.6% | -99.9% | +122.4% | +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