+191.1%
TRI vs BBWI
-55.0%
+246.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.7% | +1.1% |
| 7D | -7.9% | -4.8% | -3.1% | -7.5% |
| 30D | -4.5% | +3.5% | -8.0% | -4.9% |
| 3M | +22.1% | -0.3% | +22.4% | +21.9% |
| 6M | -2.8% | -5.4% | +2.6% | -2.9% |
| YTD | -23.4% | -4.7% | -18.7% | -23.8% |
| 1Y | -41.5% | -30.5% | -11.1% | -40.4% |
| 3Y | -19.2% | -44.3% | +25.1% | -17.7% |
| 5Y | -9.4% | -66.9% | +57.5% | -4.7% |
| All | +191.1% | -55.0% | +246.0% | +149.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling