-16.7%
TRI vs BBWI
+2.4%
-19.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.1% | +2.3% | +6.0% |
| 7D | +1.0% | +8.8% | -7.8% | +0.4% |
| 30D | +20.8% | +34.8% | -14.1% | +18.3% |
| 3M | +8.1% | +12.9% | -4.8% | +6.8% |
| 6M | +24.2% | +29.6% | -5.4% | +22.4% |
| YTD | -7.8% | +20.8% | -28.5% | -8.8% |
| 1Y | -16.7% | +4.1% | -20.7% | -17.2% |
| All | -16.7% | +2.4% | -19.0% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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