+462.1%
TTMI vs BN
+102.0%
+360.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.8% | +9.7% | +9.5% |
| 7D | +7.2% | -2.4% | +9.7% | +9.6% |
| 30D | -28.7% | +13.5% | -42.2% | -35.9% |
| 3M | -39.8% | -5.9% | -33.9% | -37.6% |
| 6M | -51.7% | -8.9% | -42.8% | -49.1% |
| YTD | +14.1% | -7.9% | +21.9% | +17.1% |
| 1Y | +16.0% | -8.3% | +24.2% | +20.4% |
| All | +462.1% | +102.0% | +360.2% | +237.9% |
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