+411.3%
TTMI vs BBWI
-48.2%
+459.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.1% | -2.4% |
| 7D | +22.6% | -4.5% | +27.1% | +23.8% |
| 30D | -34.3% | +17.1% | -51.4% | -37.2% |
| 3M | -44.8% | +17.5% | -62.2% | -47.5% |
| 6M | -53.3% | +12.8% | -66.1% | -55.7% |
| YTD | +10.6% | +8.2% | +2.4% | +5.1% |
| 1Y | +8.2% | -1.8% | +10.0% | +4.5% |
| 3Y | +435.7% | -25.8% | +461.4% | +434.1% |
| 5Y | +434.2% | -68.0% | +502.2% | +505.1% |
| All | +411.3% | -48.2% | +459.5% | +353.4% |
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 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