-65.0%
BBWI vs TPG
+78.6%
-143.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.9% | -2.4% | -4.5% |
| 7D | -4.4% | -6.5% | +2.1% | -1.4% |
| 30D | -7.4% | +0.1% | -7.5% | -7.7% |
| 3M | -2.2% | +14.5% | -16.7% | -8.7% |
| 6M | -16.3% | +17.3% | -33.6% | -23.2% |
| YTD | -9.1% | -20.5% | +11.4% | -0.5% |
| 1Y | -34.5% | -13.2% | -21.3% | -31.9% |
| 3Y | -47.0% | +87.7% | -134.7% | -63.7% |
| All | -65.0% | +78.6% | -143.6% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling