+524.6%
TRI vs BBWI
+251.4%
+273.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.1% | -3.4% | -6.0% |
| 7D | -7.1% | +1.6% | -8.6% | -7.3% |
| 30D | -2.3% | -6.2% | +3.9% | -1.5% |
| 3M | +19.6% | +4.3% | +15.2% | +18.2% |
| 6M | -8.7% | -7.2% | -1.5% | -8.8% |
| YTD | -22.3% | -3.0% | -19.2% | -23.3% |
| 1Y | -40.7% | -30.8% | -9.9% | -38.6% |
| 3Y | -17.8% | -43.4% | +25.6% | -15.6% |
| 5Y | -8.5% | -66.7% | +58.2% | -0.2% |
| 10Y | +192.6% | -55.7% | +248.3% | +161.4% |
| All | +524.6% | +251.4% | +273.2% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling