+443.1%
TTMI vs BBWI
+220.7%
+222.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.8% | +6.0% | +7.9% |
| 7D | +5.9% | +1.5% | +4.3% | +5.4% |
| 30D | -4.3% | -5.2% | +0.9% | -3.3% |
| 3M | -32.0% | +11.1% | -43.2% | -35.7% |
| 6M | +19.5% | -13.4% | +32.8% | +21.8% |
| YTD | +82.0% | +0.1% | +81.9% | +75.1% |
| 1Y | +172.6% | -36.1% | +208.8% | +202.3% |
| 3Y | +744.7% | -44.1% | +788.7% | +827.7% |
| 5Y | +805.6% | -66.2% | +871.8% | +1,001.6% |
| 10Y | +1,057.6% | -54.8% | +1,112.4% | +866.1% |
| All | +443.1% | +220.7% | +222.4% | +16.6% |
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 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