+812.9%
TTMI vs BBWI
-68.8%
+881.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.3% | +2.4% | -2.3% |
| 7D | +7.5% | -4.4% | +11.9% | +8.8% |
| 30D | -4.5% | -7.4% | +2.9% | -3.1% |
| 3M | -28.5% | -2.2% | -26.3% | -29.3% |
| 6M | +28.4% | -16.3% | +44.7% | +31.3% |
| YTD | +80.1% | -9.1% | +89.2% | +79.7% |
| 1Y | +161.0% | -34.5% | +195.5% | +181.2% |
| 3Y | +862.4% | -47.0% | +909.4% | +948.8% |
| 5Y | +812.9% | -68.8% | +881.8% | +940.5% |
| All | +812.9% | -68.8% | +881.8% | +940.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling