-55.7%
BBWI vs TMF
-86.8%
+31.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +1.6% | +1.0% | +0.6% | +1.6% |
| 30D | -6.2% | -1.8% | -4.4% | -6.3% |
| 3M | +4.3% | -8.2% | +12.6% | +3.5% |
| 6M | -7.2% | -19.5% | +12.3% | -9.3% |
| YTD | -3.0% | -16.0% | +12.9% | -4.7% |
| 1Y | -30.8% | -22.5% | -8.3% | -32.5% |
| 3Y | -43.4% | -42.3% | -1.1% | -46.2% |
| 5Y | -66.7% | -87.7% | +21.0% | -77.5% |
| 10Y | -55.7% | -86.5% | +30.8% | -63.9% |
| All | -55.7% | -86.8% | +31.1% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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