+1,124.0%
TTMI vs BIIB
-26.2%
+1,150.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +3.2% |
| 7D | +0.7% | -1.7% | +2.3% | +0.9% |
| 30D | -8.4% | +4.0% | -12.4% | -9.2% |
| 3M | -32.5% | +8.6% | -41.1% | -33.9% |
| 6M | +32.5% | +14.0% | +18.5% | +28.0% |
| YTD | +83.2% | +23.4% | +59.9% | +73.9% |
| 1Y | +161.7% | +45.9% | +115.8% | +140.1% |
| 3Y | +890.1% | -16.1% | +906.3% | +896.9% |
| 5Y | +832.4% | -27.6% | +860.0% | +847.2% |
| All | +1,124.0% | -26.2% | +1,150.2% | +1,037.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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