-68.8%
BBWI vs TCOM
+25.9%
-94.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.2% | -3.1% | -5.6% |
| 7D | -4.4% | -10.2% | +5.8% | -2.3% |
| 30D | -7.4% | -16.8% | +9.4% | -3.9% |
| 3M | -2.2% | -16.7% | +14.5% | +0.9% |
| 6M | -16.3% | -27.1% | +10.8% | -11.1% |
| YTD | -9.1% | -45.5% | +36.4% | +2.0% |
| 1Y | -34.5% | -45.9% | +11.4% | -26.4% |
| 3Y | -47.0% | +9.8% | -56.7% | -50.8% |
| 5Y | -68.8% | +23.8% | -92.6% | -73.6% |
| All | -68.8% | +25.9% | -94.7% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling