+14,178.8%
TT vs BBWI
+1,142.2%
+13,036.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.3% | +5.6% | +3.3% |
| 7D | -2.0% | -6.2% | +4.2% | -0.4% |
| 30D | -14.0% | +19.9% | -34.0% | -18.8% |
| 3M | -15.9% | +7.1% | -23.0% | -18.7% |
| 6M | -17.3% | +13.7% | -31.0% | -22.4% |
| YTD | +4.0% | +9.6% | -5.6% | -3.3% |
| 1Y | -7.1% | -1.6% | -5.5% | -12.4% |
| 3Y | +90.2% | -25.9% | +116.1% | +81.7% |
| 5Y | +131.1% | -67.8% | +198.9% | +167.4% |
| 10Y | +777.7% | -43.5% | +821.2% | +588.0% |
| All | +14,178.8% | +1,142.2% | +13,036.6% | +3,161.4% |
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