-63.3%
BBWI vs TPG
+74.1%
-137.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.6% | +4.8% | +5.7% |
| 7D | -4.8% | -9.4% | +4.6% | -0.4% |
| 30D | +3.5% | -5.3% | +8.7% | +5.8% |
| 3M | -0.3% | +12.9% | -13.2% | -6.3% |
| 6M | -5.4% | +20.1% | -25.5% | -14.1% |
| YTD | -4.7% | -22.5% | +17.8% | +5.5% |
| 1Y | -30.5% | -19.7% | -10.8% | -24.9% |
| 3Y | -44.3% | +81.2% | -125.5% | -61.3% |
| All | -63.3% | +74.1% | -137.5% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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