-80.8%
TTD vs BBWI
-66.0%
-14.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.2% | -5.4% |
| 7D | +6.3% | +1.5% | +4.8% | +5.7% |
| 30D | -23.9% | -5.2% | -18.7% | -22.9% |
| 3M | -31.4% | +11.1% | -42.5% | -34.9% |
| 6M | -42.7% | -13.4% | -29.3% | -41.6% |
| YTD | -62.0% | +0.1% | -62.1% | -63.9% |
| 1Y | -72.2% | -36.1% | -36.1% | -68.8% |
| 3Y | -81.9% | -44.1% | -37.9% | -80.5% |
| All | -80.8% | -66.0% | -14.8% | -70.6% |
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