-39.8%
TTMI vs BBWI
+14.3%
-54.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.3% | +8.6% | +9.0% |
| 7D | +7.2% | -7.7% | +15.0% | +5.2% |
| 30D | -28.7% | +24.8% | -53.4% | -27.0% |
| 3M | -39.8% | +16.2% | -56.0% | -38.4% |
| All | -39.8% | +14.3% | -54.1% | -38.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling