-68.8%
BBWI vs TENB
-26.8%
-42.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.1% | -6.2% | -6.3% |
| 7D | -4.4% | -1.7% | -2.8% | -4.0% |
| 30D | -7.4% | -8.3% | +0.9% | -5.6% |
| 3M | -2.2% | +26.2% | -28.4% | -9.7% |
| 6M | -16.3% | +60.2% | -76.5% | -29.2% |
| YTD | -9.1% | +43.1% | -52.2% | -21.0% |
| 1Y | -34.5% | +9.4% | -43.9% | -38.1% |
| 3Y | -47.0% | -23.9% | -23.1% | -45.3% |
| 5Y | -68.8% | -28.2% | -40.6% | -69.0% |
| All | -68.8% | -26.8% | -42.0% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling