+305.9%
BBWI vs TCOM
+2,694.8%
-2,388.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.0% |
| 7D | +1.5% | -9.5% | +11.0% | +3.7% |
| 30D | -5.2% | -10.7% | +5.5% | -3.0% |
| 3M | +11.1% | -14.6% | +25.7% | +14.2% |
| 6M | -13.4% | -19.3% | +6.0% | -10.0% |
| YTD | +0.1% | -42.9% | +43.0% | +11.5% |
| 1Y | -36.1% | -43.8% | +7.7% | -28.6% |
| 3Y | -44.1% | +2.1% | -46.2% | -47.0% |
| 5Y | -66.2% | +31.2% | -97.5% | -71.4% |
| 10Y | -54.8% | -13.9% | -40.8% | -60.3% |
| All | +305.9% | +2,694.8% | -2,388.9% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling