+1,090.8%
BBWI vs TAP
+821.1%
+269.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.2% | -2.1% |
| 7D | -6.2% | +0.5% | -6.7% | -6.3% |
| 30D | +19.9% | +9.1% | +10.8% | +17.2% |
| 3M | +7.1% | -3.8% | +10.9% | +8.3% |
| 6M | +13.7% | -3.4% | +17.1% | +14.6% |
| YTD | +9.6% | -10.6% | +20.2% | +12.2% |
| 1Y | -1.6% | -4.4% | +2.8% | -1.2% |
| 3Y | -25.9% | -24.4% | -1.5% | -21.3% |
| 5Y | -67.8% | +2.1% | -69.9% | -68.6% |
| 10Y | -43.5% | -48.7% | +5.3% | -37.5% |
| All | +1,090.8% | +821.1% | +269.7% | +600.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling