-10.9%
TRI vs BBWI
-69.5%
+58.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | -14.4% | -8.0% | -6.3% | -13.8% |
| 30D | -8.1% | -6.6% | -1.5% | -7.7% |
| 3M | +17.5% | -2.7% | +20.2% | +17.7% |
| 6M | -5.0% | -12.8% | +7.8% | -4.4% |
| YTD | -24.7% | -10.5% | -14.2% | -24.5% |
| 1Y | -41.5% | -35.3% | -6.2% | -40.0% |
| 3Y | -20.3% | -47.7% | +27.4% | -18.7% |
| 5Y | -10.9% | -68.9% | +57.9% | -2.6% |
| All | -10.9% | -69.5% | +58.6% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling