+220.3%
TTMI vs BBWI
+251.6%
-31.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -3.4% |
| 7D | +11.4% | +0.1% | +11.2% | +11.4% |
| 30D | -28.3% | +12.9% | -41.2% | -32.2% |
| 3M | -46.7% | +16.0% | -62.7% | -50.6% |
| 6M | -56.1% | +16.6% | -72.7% | -60.2% |
| YTD | +7.4% | +9.7% | -2.4% | -1.9% |
| 1Y | +17.4% | +1.5% | +15.9% | +8.9% |
| 3Y | +429.1% | -21.4% | +450.5% | +405.1% |
| 5Y | +418.8% | -67.6% | +486.3% | +532.3% |
| 10Y | +411.2% | -46.8% | +458.1% | +292.5% |
| All | +220.3% | +251.6% | -31.3% | -34.7% |
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