-43.7%
BBWI vs TMF
-83.0%
+39.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -6.2% | +0.6% | -6.8% | -6.1% |
| 30D | +25.5% | +16.3% | +9.2% | +27.0% |
| 3M | +8.0% | -2.7% | +10.7% | +7.6% |
| 6M | +12.7% | -13.2% | +25.9% | +11.0% |
| YTD | +11.6% | -16.7% | +28.3% | +9.5% |
| 1Y | -0.9% | -22.7% | +21.8% | -3.6% |
| 3Y | -22.7% | -26.1% | +3.4% | -23.8% |
| 5Y | -67.2% | -88.4% | +21.3% | -78.4% |
| 10Y | -43.7% | -81.8% | +38.1% | -54.0% |
| All | -43.7% | -83.0% | +39.3% | -54.0% |
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