+1,124.0%
TTMI vs BBWI
-55.0%
+1,179.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.4% | -3.1% | +1.9% |
| 7D | +0.7% | -4.8% | +5.5% | +1.7% |
| 30D | -8.4% | +3.5% | -11.9% | -9.5% |
| 3M | -32.5% | -0.3% | -32.1% | -33.3% |
| 6M | +32.5% | -5.4% | +37.9% | +31.4% |
| YTD | +83.2% | -4.7% | +88.0% | +81.2% |
| 1Y | +161.7% | -30.5% | +192.1% | +175.3% |
| 3Y | +890.1% | -44.3% | +934.5% | +960.0% |
| 5Y | +832.4% | -66.9% | +899.3% | +962.2% |
| All | +1,124.0% | -55.0% | +1,179.0% | +1,009.7% |
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