-21.4%
BBWI vs TENB
+9.5%
-30.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +0.1% | -3.3% | +3.4% | +0.9% |
| 30D | +12.9% | +6.9% | +6.0% | +11.1% |
| 3M | +16.0% | +1.8% | +14.2% | +14.8% |
| 6M | +16.6% | +98.1% | -81.4% | -9.0% |
| YTD | +9.7% | +73.2% | -63.5% | -10.9% |
| 1Y | +1.5% | +50.7% | -49.2% | -11.9% |
| 3Y | -21.4% | +9.3% | -30.7% | -22.3% |
| All | -21.4% | +9.5% | -30.8% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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