+229.9%
TTMI vs BBWI
+246.5%
-16.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.1% | -2.1% |
| 7D | +22.6% | -4.5% | +27.1% | +24.5% |
| 30D | -34.3% | +17.1% | -51.4% | -38.8% |
| 3M | -44.8% | +17.5% | -62.2% | -49.1% |
| 6M | -53.3% | +12.8% | -66.1% | -57.1% |
| YTD | +10.6% | +8.2% | +2.4% | +1.5% |
| 1Y | +8.2% | -1.8% | +10.0% | +1.6% |
| 3Y | +435.7% | -25.8% | +461.4% | +421.9% |
| 5Y | +434.2% | -68.0% | +502.2% | +554.4% |
| 10Y | +426.4% | -47.6% | +474.0% | +306.2% |
| All | +229.9% | +246.5% | -16.7% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling