+434.9%
BBWI vs TMF
-68.9%
+503.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.5% | +2.9% |
| 7D | +1.5% | -1.4% | +2.9% | +1.3% |
| 30D | -5.2% | -2.8% | -2.4% | -5.5% |
| 3M | +11.1% | -10.9% | +22.0% | +9.3% |
| 6M | -13.4% | -21.3% | +7.9% | -16.6% |
| YTD | +0.1% | -15.9% | +16.0% | -2.6% |
| 1Y | -36.1% | -15.7% | -20.4% | -37.6% |
| 3Y | -44.1% | -43.4% | -0.7% | -48.0% |
| 5Y | -66.2% | -87.8% | +21.5% | -76.5% |
| 10Y | -54.8% | -86.7% | +32.0% | -64.0% |
| All | +434.9% | -68.9% | +503.7% | +539.6% |
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 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