-56.2%
BBWI vs TDY
+479.2%
-535.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.2% | +5.2% | +5.6% |
| 7D | -4.8% | -1.1% | -3.7% | -4.0% |
| 30D | +3.5% | -12.0% | +15.5% | +12.2% |
| 3M | -0.3% | -3.2% | +2.9% | +1.6% |
| 6M | -5.4% | -7.9% | +2.5% | -0.8% |
| YTD | -4.7% | +18.2% | -22.9% | -15.3% |
| 1Y | -30.5% | +6.7% | -37.1% | -34.1% |
| 3Y | -44.3% | +47.5% | -91.9% | -57.6% |
| 5Y | -66.9% | +39.5% | -106.4% | -74.1% |
| All | -56.2% | +479.2% | -535.4% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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