+459.4%
TTMI vs BDX
+1,281.0%
-821.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.1% | +6.0% | +4.4% |
| 7D | +12.2% | -4.3% | +16.4% | +14.3% |
| 30D | -5.7% | +1.3% | -7.0% | -6.7% |
| 3M | -27.5% | +20.2% | -47.7% | -34.9% |
| 6M | +47.1% | +8.6% | +38.5% | +38.1% |
| YTD | +87.5% | +19.0% | +68.5% | +67.8% |
| 1Y | +175.2% | +21.2% | +154.0% | +143.3% |
| 3Y | +901.9% | -9.7% | +911.6% | +888.9% |
| 5Y | +843.5% | -3.4% | +846.9% | +792.2% |
| 10Y | +1,077.0% | +53.9% | +1,023.1% | +722.6% |
| All | +459.4% | +1,281.0% | -821.6% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling