+902.6%
TT vs BUD
-23.7%
+926.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -7.2% | -5.7% | -1.5% | -5.5% |
| 3M | -3.0% | +3.1% | -6.1% | -4.4% |
| 6M | +1.4% | +7.9% | -6.5% | -1.9% |
| YTD | +15.9% | +27.3% | -11.4% | +6.2% |
| 1Y | +9.4% | +37.8% | -28.4% | -2.6% |
| 3Y | +124.4% | +49.8% | +74.5% | +89.5% |
| 5Y | +138.0% | +43.8% | +94.2% | +100.0% |
| All | +902.6% | -23.7% | +926.2% | +848.3% |
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