+485.6%
BBWI vs TMF
-69.2%
+554.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -6.2% | +1.2% | -7.4% | -6.1% |
| 30D | +19.9% | +19.7% | +0.2% | +22.8% |
| 3M | +7.1% | -2.1% | +9.2% | +6.8% |
| 6M | +13.7% | -13.4% | +27.1% | +11.1% |
| YTD | +9.6% | -16.7% | +26.3% | +6.4% |
| 1Y | -1.6% | -23.3% | +21.7% | -5.6% |
| 3Y | -25.9% | -24.8% | -1.1% | -27.6% |
| 5Y | -67.8% | -88.0% | +20.2% | -77.8% |
| 10Y | -43.5% | -84.7% | +41.2% | -53.8% |
| All | +485.6% | -69.2% | +554.8% | +598.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling