-36.1%
BBWI vs TRU
-7.3%
-28.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.9% | +8.8% | +4.6% |
| 7D | +1.5% | -6.8% | +8.3% | +3.5% |
| 30D | -5.2% | 0.0% | -5.2% | -5.5% |
| 3M | +11.1% | +13.3% | -2.2% | +6.0% |
| 6M | -13.4% | +3.4% | -16.8% | -15.9% |
| YTD | +0.1% | -6.4% | +6.5% | -2.3% |
| 1Y | -36.1% | -9.7% | -26.4% | -39.3% |
| All | -36.1% | -7.3% | -28.8% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling