+361.1%
TTD vs BBWI
-57.9%
+419.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.3% | +0.7% |
| 7D | -4.6% | -4.4% | -0.2% | -3.5% |
| 30D | +3.7% | -7.4% | +11.0% | +5.3% |
| 3M | -30.2% | -2.2% | -28.0% | -30.5% |
| 6M | -51.4% | -16.3% | -35.1% | -50.2% |
| YTD | -63.4% | -9.1% | -54.3% | -63.7% |
| 1Y | -73.5% | -34.5% | -39.0% | -71.7% |
| 3Y | -83.5% | -47.0% | -36.5% | -82.0% |
| 5Y | -80.9% | -68.8% | -12.1% | -76.9% |
| All | +361.1% | -57.9% | +419.0% | +301.6% |
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 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