-55.7%
BBWI vs TAP
-52.1%
-3.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -1.2% |
| 7D | +1.6% | -2.3% | +3.9% | +2.7% |
| 30D | -6.2% | -9.4% | +3.2% | -1.7% |
| 3M | +4.3% | -0.8% | +5.1% | +4.5% |
| 6M | -7.2% | -14.7% | +7.6% | -0.7% |
| YTD | -3.0% | -13.9% | +10.9% | +2.6% |
| 1Y | -30.8% | -18.6% | -12.1% | -25.0% |
| 3Y | -43.4% | -32.0% | -11.4% | -34.3% |
| 5Y | -66.7% | -1.0% | -65.7% | -68.7% |
| 10Y | -55.7% | -51.4% | -4.3% | -57.4% |
| All | -55.7% | -52.1% | -3.6% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling