+8.2%
TTMI vs BN
-9.6%
+17.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.5% |
| 7D | +22.6% | -0.3% | +22.9% | +22.9% |
| 30D | -34.3% | +13.6% | -47.9% | -39.6% |
| 3M | -44.8% | -6.7% | -38.1% | -41.7% |
| 6M | -53.3% | -9.0% | -44.3% | -49.9% |
| YTD | +10.6% | -8.8% | +19.3% | +7.6% |
| 1Y | +8.2% | -10.6% | +18.8% | +9.5% |
| All | +8.2% | -9.6% | +17.8% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling