+748.4%
TT vs BUD
-3.2%
+751.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +8.1% | -1.6% | +9.6% | +8.6% |
| 30D | -11.3% | +6.7% | -17.9% | -13.3% |
| 3M | -11.2% | +5.9% | -17.1% | -13.2% |
| 6M | -8.9% | +5.1% | -14.0% | -11.2% |
| YTD | +9.7% | +32.9% | -23.2% | -1.2% |
| 1Y | +1.3% | +31.8% | -30.6% | -8.7% |
| 3Y | +93.4% | +47.4% | +46.0% | +64.0% |
| 5Y | +133.5% | +50.8% | +82.7% | +92.8% |
| All | +748.4% | -3.2% | +751.6% | +634.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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