-43.7%
BBWI vs TAP
-49.5%
+5.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.4% |
| 7D | -6.2% | -7.8% | +1.7% | -2.4% |
| 30D | +25.5% | +7.1% | +18.4% | +21.4% |
| 3M | +8.0% | -7.0% | +15.0% | +11.6% |
| 6M | +12.7% | -3.8% | +16.5% | +14.2% |
| YTD | +11.6% | -11.7% | +23.3% | +16.6% |
| 1Y | -0.9% | -10.1% | +9.2% | +2.4% |
| 3Y | -22.7% | -23.7% | +1.0% | -15.2% |
| 5Y | -67.2% | +2.9% | -70.1% | -69.8% |
| 10Y | -43.7% | -49.5% | +5.8% | -47.8% |
| All | -43.7% | -49.5% | +5.8% | -47.8% |
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