+987.7%
BBWI vs TAP
+825.0%
+162.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | +1.5% | -2.3% | +3.8% | +2.1% |
| 30D | -5.2% | -2.1% | -3.0% | -4.6% |
| 3M | +11.1% | +6.6% | +4.5% | +9.2% |
| 6M | -13.4% | -11.5% | -1.9% | -10.8% |
| YTD | +0.1% | -10.3% | +10.4% | +2.4% |
| 1Y | -36.1% | -14.4% | -21.7% | -34.0% |
| 3Y | -44.1% | -28.3% | -15.8% | -39.8% |
| 5Y | -66.2% | +1.7% | -67.9% | -67.0% |
| 10Y | -54.8% | -49.2% | -5.5% | -49.9% |
| All | +987.7% | +825.0% | +162.7% | +539.0% |
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