+429.1%
TTMI vs BBWI
-24.0%
+453.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -31.2% |
| 3M | -46.7% | +16.0% | -62.7% | -49.6% |
| 6M | -56.1% | +16.6% | -72.7% | -59.3% |
| YTD | +7.4% | +9.7% | -2.4% | +0.5% |
| 1Y | +17.4% | +1.5% | +15.9% | +11.3% |
| 3Y | +429.1% | -21.4% | +450.5% | +441.0% |
| All | +429.1% | -24.0% | +453.1% | +441.0% |
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