+1,107.0%
BBWI vs TAP
+813.1%
+293.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -4.2% | -4.5% | +0.3% | -3.0% |
| 30D | +24.9% | +7.5% | +17.4% | +22.5% |
| 3M | +13.2% | -4.9% | +18.1% | +14.7% |
| 6M | +12.1% | -3.5% | +15.6% | +13.0% |
| YTD | +11.1% | -11.4% | +22.5% | +14.0% |
| 1Y | +0.7% | -10.8% | +11.5% | +3.1% |
| 3Y | -23.8% | -24.5% | +0.7% | -19.0% |
| 5Y | -66.9% | +2.5% | -69.4% | -67.7% |
| 10Y | -45.3% | -47.6% | +2.2% | -39.8% |
| All | +1,107.0% | +813.1% | +293.9% | +611.2% |
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