+901.9%
TTMI vs BBWI
-44.4%
+946.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.1% | +6.1% | +3.9% |
| 7D | +12.2% | +1.6% | +10.6% | +11.7% |
| 30D | -5.7% | -6.2% | +0.5% | -4.5% |
| 3M | -27.5% | +4.3% | -31.8% | -29.8% |
| 6M | +47.1% | -7.2% | +54.3% | +46.5% |
| YTD | +87.5% | -3.0% | +90.5% | +83.3% |
| 1Y | +175.2% | -30.8% | +206.0% | +195.2% |
| 3Y | +901.9% | -43.4% | +945.3% | +960.1% |
| All | +901.9% | -44.4% | +946.4% | +960.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling