-51.7%
TTMI vs BBWI
+12.6%
-64.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.3% | +8.6% | +9.0% |
| 7D | +7.2% | -7.7% | +15.0% | +6.6% |
| 30D | -28.7% | +24.8% | -53.4% | -28.8% |
| 3M | -39.8% | +16.2% | -56.0% | -39.9% |
| 6M | -51.7% | +15.8% | -67.5% | -52.6% |
| All | -51.7% | +12.6% | -64.4% | -52.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling