-43.3%
BBWI vs TMF
-42.2%
-1.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.5% | +2.8% |
| 7D | +1.5% | -1.4% | +2.9% | +1.7% |
| 30D | -5.2% | -2.8% | -2.4% | -4.8% |
| 3M | +11.1% | -10.9% | +22.0% | +13.2% |
| 6M | -13.4% | -21.3% | +7.9% | -10.5% |
| YTD | +0.1% | -15.9% | +16.0% | +2.8% |
| 1Y | -36.1% | -15.7% | -20.4% | -34.7% |
| All | -43.3% | -42.2% | -1.1% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling