+220.3%
TTMI vs BWA
+1,807.3%
-1,587.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | +11.4% | +4.3% | +7.1% | +9.2% |
| 30D | -28.3% | -13.0% | -15.3% | -21.5% |
| 3M | -46.7% | -24.8% | -21.8% | -36.7% |
| 6M | -56.1% | -23.5% | -32.6% | -48.1% |
| YTD | +7.4% | +13.8% | -6.5% | +0.8% |
| 1Y | +17.4% | +13.4% | +4.0% | +10.6% |
| 3Y | +429.1% | +62.8% | +366.4% | +300.8% |
| 5Y | +418.8% | +28.5% | +390.3% | +324.9% |
| 10Y | +411.2% | +95.4% | +315.9% | +193.1% |
| All | +220.3% | +1,807.3% | -1,587.0% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling