+396.5%
TTMI vs BBWI
-47.4%
+444.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -3.2% |
| 7D | +11.4% | +0.1% | +11.2% | +11.4% |
| 30D | -28.3% | +12.9% | -41.2% | -30.8% |
| 3M | -46.7% | +16.0% | -62.7% | -49.2% |
| 6M | -56.1% | +16.6% | -72.7% | -58.7% |
| YTD | +7.4% | +9.7% | -2.4% | +1.8% |
| 1Y | +17.4% | +1.5% | +15.9% | +12.5% |
| 3Y | +429.1% | -21.4% | +450.5% | +421.2% |
| 5Y | +418.8% | -67.6% | +486.3% | +485.7% |
| All | +396.5% | -47.4% | +444.0% | +338.9% |
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