-56.2%
BBWI vs TRU
+147.2%
-203.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.0% | +5.4% | +5.9% |
| 7D | -4.8% | -2.7% | -2.1% | -3.4% |
| 30D | +3.5% | -2.0% | +5.5% | +4.3% |
| 3M | -0.3% | +18.4% | -18.8% | -9.5% |
| 6M | -5.4% | +8.9% | -14.2% | -11.0% |
| YTD | -4.7% | -8.9% | +4.2% | -2.8% |
| 1Y | -30.5% | -15.9% | -14.6% | -26.5% |
| 3Y | -44.3% | -1.1% | -43.2% | -49.2% |
| 5Y | -66.9% | -35.2% | -31.7% | -61.8% |
| All | -56.2% | +147.2% | -203.4% | -66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling