-42.5%
BBWI vs TAP
-27.5%
-15.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | +1.5% | -2.3% | +3.8% | +2.3% |
| 30D | -5.2% | -2.1% | -3.0% | -4.3% |
| 3M | +11.1% | +6.6% | +4.5% | +8.5% |
| 6M | -13.4% | -11.5% | -1.9% | -9.8% |
| YTD | +0.1% | -10.3% | +10.4% | +2.8% |
| 1Y | -36.1% | -14.4% | -21.7% | -33.2% |
| All | -42.5% | -27.5% | -15.0% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling