+15,818.7%
TT vs BBWI
+1,034.6%
+14,784.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.2% |
| 7D | -0.2% | +1.5% | -1.7% | -0.7% |
| 30D | -7.4% | -5.2% | -2.2% | -6.4% |
| 3M | -3.2% | +11.1% | -14.3% | -7.2% |
| 6M | +1.1% | -13.4% | +14.5% | +2.5% |
| YTD | +15.6% | +0.1% | +15.5% | +11.5% |
| 1Y | +9.2% | -36.1% | +45.3% | +17.3% |
| 3Y | +124.4% | -44.1% | +168.5% | +134.7% |
| 5Y | +138.0% | -66.2% | +204.2% | +172.7% |
| 10Y | +886.4% | -54.8% | +941.1% | +738.1% |
| All | +15,818.7% | +1,034.6% | +14,784.0% | +3,668.2% |
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 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