-1.2%
BBWI vs TENB
+3.0%
-4.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.1% |
| 7D | +1.5% | -9.1% | +10.6% | +4.5% |
| 30D | -5.2% | -4.9% | -0.3% | -4.2% |
| 3M | +11.1% | +16.9% | -5.8% | +3.6% |
| 6M | -13.4% | +68.0% | -81.3% | -29.9% |
| YTD | +0.1% | +45.6% | -45.5% | -15.6% |
| 1Y | -36.1% | +12.7% | -48.9% | -41.2% |
| 3Y | -44.1% | -24.4% | -19.7% | -42.4% |
| 5Y | -66.2% | -26.7% | -39.5% | -67.5% |
| All | -1.2% | +3.0% | -4.3% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling