+812.9%
TTMI vs BWA
+89.5%
+723.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.7% |
| 3M | -28.5% | -10.7% | -17.8% | -24.4% |
| 6M | +28.4% | +23.2% | +5.2% | +19.1% |
| YTD | +80.1% | +46.0% | +34.1% | +51.5% |
| 1Y | +161.0% | +51.2% | +109.9% | +116.0% |
| 3Y | +862.4% | +69.6% | +792.9% | +626.7% |
| 5Y | +812.9% | +86.6% | +726.3% | +522.0% |
| All | +812.9% | +89.5% | +723.5% | +522.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling