+437.3%
TTMI vs BIYA
-99.8%
+537.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.5% |
| 7D | +6.0% | -1.3% | +7.3% | +6.0% |
| 30D | -6.4% | -15.9% | +9.5% | -6.6% |
| 3M | -28.9% | -81.2% | +52.3% | -28.6% |
| 6M | +26.9% | -88.2% | +115.1% | +27.8% |
| YTD | +77.3% | -94.1% | +171.4% | +80.1% |
| 1Y | +147.5% | -98.7% | +246.2% | +160.4% |
| All | +437.3% | -99.8% | +537.0% | +464.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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