+873.0%
TTMI vs BWA
+67.1%
+805.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.2% |
| 7D | +7.5% | +0.1% | +7.4% | +7.5% |
| 30D | -4.5% | -5.6% | +1.1% | -1.6% |
| 3M | -28.5% | -10.7% | -17.8% | -24.4% |
| 6M | +28.4% | +23.2% | +5.2% | +19.7% |
| YTD | +80.1% | +46.0% | +34.1% | +52.7% |
| 1Y | +161.0% | +51.2% | +109.9% | +117.8% |
| All | +873.0% | +67.1% | +805.8% | +595.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling