-84.3%
TE vs BBWI
-67.6%
-16.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.6% |
| 7D | -19.1% | +0.1% | -19.2% | -19.1% |
| 30D | -34.1% | +12.9% | -47.0% | -36.9% |
| 3M | -60.1% | +16.0% | -76.1% | -62.8% |
| 6M | -66.0% | +16.6% | -82.6% | -68.7% |
| YTD | -71.4% | +9.7% | -81.1% | -73.8% |
| 1Y | -45.3% | +1.5% | -46.8% | -49.3% |
| 3Y | +9.1% | -21.4% | +30.5% | +7.6% |
| All | -84.3% | -67.6% | -16.7% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling