+148.6%
TE vs BBWI
-34.3%
+182.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +1.0% |
| 7D | -4.0% | +1.5% | -5.5% | -4.1% |
| 30D | -15.9% | -5.2% | -10.7% | -15.4% |
| 3M | -60.5% | +11.1% | -71.7% | -61.0% |
| 6M | -35.2% | -13.4% | -21.8% | -34.6% |
| YTD | -31.1% | +0.1% | -31.2% | -31.0% |
| 1Y | +148.6% | -36.1% | +184.8% | +102.8% |
| All | +148.6% | -34.3% | +182.9% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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