+147.5%
TTMI vs BWA
+54.1%
+93.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.9% |
| 7D | +6.0% | -0.1% | +6.1% | +6.1% |
| 30D | -6.4% | -5.5% | -0.9% | -3.2% |
| 3M | -28.9% | -7.6% | -21.3% | -25.8% |
| 6M | +26.9% | +25.0% | +1.9% | +19.5% |
| YTD | +77.3% | +47.0% | +30.4% | +53.1% |
| 1Y | +147.5% | +54.0% | +93.5% | +110.2% |
| All | +147.5% | +54.1% | +93.4% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling