-58.9%
BBWI vs TCOM
-10.5%
-48.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | -8.0% | -6.5% | -1.5% | -6.3% |
| 30D | -6.6% | -16.2% | +9.6% | -2.1% |
| 3M | -2.7% | -19.3% | +16.6% | +2.3% |
| 6M | -12.8% | -27.2% | +14.5% | -5.6% |
| YTD | -10.5% | -46.2% | +35.7% | +4.3% |
| 1Y | -35.3% | -46.6% | +11.3% | -24.5% |
| 3Y | -47.7% | +8.4% | -56.1% | -52.8% |
| 5Y | -68.9% | +25.8% | -94.7% | -75.2% |
| All | -58.9% | -10.5% | -48.3% | -69.0% |
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