+220.3%
TTMI vs BN
+8,909.3%
-8,689.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -1.9% |
| 7D | +11.4% | -1.0% | +12.4% | +12.3% |
| 30D | -28.3% | +14.0% | -42.3% | -34.9% |
| 3M | -46.7% | -9.0% | -37.6% | -44.1% |
| 6M | -56.1% | -8.8% | -47.3% | -54.3% |
| YTD | +7.4% | -10.3% | +17.6% | +12.2% |
| 1Y | +17.4% | -5.8% | +23.2% | +19.5% |
| 3Y | +429.1% | +94.8% | +334.4% | +243.3% |
| 5Y | +418.8% | +31.5% | +387.3% | +313.4% |
| 10Y | +411.2% | +291.9% | +119.3% | +89.4% |
| All | +220.3% | +8,909.3% | -8,689.0% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling