+1,124.0%
TTMI vs BDX
+59.3%
+1,064.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.5% | +3.1% |
| 7D | +0.7% | -3.2% | +3.8% | +1.6% |
| 30D | -8.4% | -2.5% | -5.9% | -7.9% |
| 3M | -32.5% | +21.4% | -53.9% | -37.7% |
| 6M | +32.5% | +10.4% | +22.1% | +26.3% |
| YTD | +83.2% | +18.8% | +64.4% | +69.5% |
| 1Y | +161.7% | +21.7% | +140.0% | +139.5% |
| 3Y | +890.1% | -10.0% | +900.1% | +904.4% |
| 5Y | +832.4% | -1.8% | +834.3% | +800.1% |
| All | +1,124.0% | +59.3% | +1,064.7% | +950.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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