+873.0%
TTMI vs BN
+71.3%
+801.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -2.5% |
| 7D | +7.5% | -3.0% | +10.5% | +9.8% |
| 30D | -4.5% | -13.0% | +8.5% | +5.9% |
| 3M | -28.5% | -15.2% | -13.3% | -19.4% |
| 6M | +28.4% | -5.9% | +34.3% | +32.9% |
| YTD | +80.1% | -15.8% | +95.9% | +99.7% |
| 1Y | +161.0% | -12.2% | +173.2% | +182.2% |
| All | +873.0% | +71.3% | +801.7% | +496.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling