+443.1%
TTMI vs BN
+8,748.0%
-8,304.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +9.0% |
| 7D | +5.9% | -2.5% | +8.3% | +7.5% |
| 30D | -4.3% | -9.5% | +5.2% | +1.7% |
| 3M | -32.0% | -10.4% | -21.7% | -27.5% |
| 6M | +19.5% | -6.4% | +25.8% | +24.4% |
| YTD | +82.0% | -11.9% | +93.9% | +94.6% |
| 1Y | +172.6% | -8.6% | +181.2% | +186.8% |
| 3Y | +744.7% | +77.6% | +667.1% | +486.0% |
| 5Y | +805.6% | +37.0% | +768.5% | +607.5% |
| 10Y | +1,057.6% | +266.4% | +791.2% | +350.9% |
| All | +443.1% | +8,748.0% | -8,304.8% | -56.8% |
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