-19.1%
TE vs BBWI
-47.8%
+28.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.3% | +3.3% | -0.8% |
| 7D | +15.0% | -4.4% | +19.4% | +16.6% |
| 30D | -7.5% | -7.4% | -0.1% | -5.8% |
| 3M | -42.0% | -2.2% | -39.7% | -42.6% |
| 6M | -31.4% | -16.3% | -15.1% | -29.0% |
| YTD | -26.5% | -9.1% | -17.4% | -27.5% |
| 1Y | +153.1% | -34.5% | +187.6% | +179.8% |
| All | -19.1% | -47.8% | +28.7% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling