-59.1%
BBWI vs TRU
+238.0%
-297.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.9% | +8.8% | +5.8% |
| 7D | +1.5% | -6.8% | +8.3% | +4.9% |
| 30D | -5.2% | 0.0% | -5.2% | -5.5% |
| 3M | +11.1% | +13.3% | -2.2% | +3.3% |
| 6M | -13.4% | +3.4% | -16.8% | -16.2% |
| YTD | +0.1% | -6.4% | +6.5% | +0.6% |
| 1Y | -36.1% | -9.7% | -26.4% | -35.3% |
| 3Y | -44.1% | +0.1% | -44.2% | -49.0% |
| 5Y | -66.2% | -34.0% | -32.2% | -62.0% |
| 10Y | -54.8% | +147.9% | -202.6% | -68.8% |
| All | -59.1% | +238.0% | -297.1% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling