-68.0%
BBWI vs TMF
-88.7%
+20.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | -2.5% |
| 7D | -4.5% | -8.2% | +3.6% | -3.7% |
| 30D | +17.1% | +5.3% | +11.8% | +16.6% |
| 3M | +17.5% | -8.5% | +25.9% | +18.4% |
| 6M | +12.8% | -17.2% | +30.0% | +14.8% |
| YTD | +8.2% | -23.4% | +31.6% | +10.7% |
| 1Y | -1.8% | -30.2% | +28.4% | +1.0% |
| 3Y | -25.8% | -32.9% | +7.2% | -24.1% |
| 5Y | -68.0% | -88.5% | +20.5% | -71.5% |
| All | -68.0% | -88.7% | +20.7% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling