+1,084.3%
TTMI vs BN
+263.5%
+820.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.8% |
| 7D | +6.0% | -5.9% | +11.9% | +9.9% |
| 30D | -6.4% | -15.1% | +8.6% | +3.1% |
| 3M | -28.9% | -14.6% | -14.3% | -22.1% |
| 6M | +26.9% | -8.4% | +35.3% | +33.3% |
| YTD | +77.3% | -16.8% | +94.1% | +95.5% |
| 1Y | +147.5% | -14.4% | +161.9% | +169.9% |
| 3Y | +847.6% | +70.1% | +777.5% | +596.8% |
| 5Y | +802.2% | +33.5% | +768.7% | +627.7% |
| All | +1,084.3% | +263.5% | +820.8% | +445.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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