+1.5%
BBWI vs TRU
+0.8%
+0.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +12.9% | +21.3% | -8.4% | +5.2% |
| 3M | +16.0% | +0.2% | +15.8% | +14.8% |
| 6M | +16.6% | +22.4% | -5.8% | +6.9% |
| YTD | +9.7% | -4.8% | +14.6% | +5.0% |
| 1Y | +1.5% | -0.2% | +1.7% | -5.1% |
| All | +1.5% | +0.8% | +0.7% | -5.1% |
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