-47.7%
BBWI vs TCOM
+5.9%
-53.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.2% |
| 7D | +0.1% | -1.8% | +1.9% | +0.6% |
| 30D | +12.9% | +12.1% | +0.8% | +9.4% |
| 3M | +16.0% | -3.2% | +19.2% | +16.8% |
| 6M | +16.6% | -16.6% | +33.3% | +21.5% |
| YTD | +9.7% | -39.4% | +49.1% | +23.7% |
| 1Y | +1.5% | -41.5% | +43.0% | +15.9% |
| 3Y | -21.4% | +24.4% | -45.7% | -31.5% |
| 5Y | -67.6% | +41.6% | -109.1% | -74.9% |
| All | -47.7% | +5.9% | -53.5% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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