-46.9%
BBWI vs TCOM
+8.5%
-55.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.2% | -3.1% | -5.8% |
| 7D | -4.4% | -10.2% | +5.8% | -2.8% |
| 30D | -7.4% | -16.8% | +9.4% | -4.7% |
| 3M | -2.2% | -16.7% | +14.5% | +0.2% |
| 6M | -16.3% | -27.1% | +10.8% | -12.1% |
| YTD | -9.1% | -45.5% | +36.4% | -0.2% |
| 1Y | -34.5% | -45.9% | +11.4% | -27.9% |
| All | -46.9% | +8.5% | -55.4% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling