+267.2%
BBWI vs TDY
+6,954.6%
-6,687.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.6% | -4.7% | -5.8% |
| 7D | -4.4% | -1.8% | -2.6% | -3.8% |
| 30D | -7.4% | -13.8% | +6.4% | -2.9% |
| 3M | -2.2% | -3.9% | +1.7% | -1.0% |
| 6M | -16.3% | -9.0% | -7.3% | -13.8% |
| YTD | -9.1% | +16.5% | -25.7% | -13.7% |
| 1Y | -34.5% | +9.3% | -43.8% | -36.5% |
| 3Y | -47.0% | +45.1% | -92.1% | -53.0% |
| 5Y | -68.8% | +35.0% | -103.8% | -71.8% |
| 10Y | -57.4% | +469.0% | -526.4% | -73.7% |
| All | +267.2% | +6,954.6% | -6,687.4% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling