+1,124.0%
TTMI vs BBY
+252.7%
+871.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +2.4% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | -8.4% | +9.4% | -17.8% | -11.3% |
| 3M | -32.5% | +19.3% | -51.8% | -36.9% |
| 6M | +32.5% | +47.9% | -15.4% | +13.5% |
| YTD | +83.2% | +39.6% | +43.7% | +58.4% |
| 1Y | +161.7% | +22.2% | +139.5% | +137.4% |
| 3Y | +890.1% | +45.0% | +845.2% | +716.1% |
| 5Y | +832.4% | +2.6% | +829.9% | +734.8% |
| All | +1,124.0% | +252.7% | +871.3% | +676.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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