-48.5%
TE vs BBWI
-69.5%
+21.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.3% | -6.2% |
| 7D | +0.9% | -8.0% | +8.9% | +3.8% |
| 30D | -16.3% | -6.6% | -9.6% | -14.9% |
| 3M | -40.8% | -2.7% | -38.0% | -41.3% |
| 6M | -42.6% | -12.8% | -29.8% | -41.4% |
| YTD | -31.4% | -10.5% | -21.0% | -32.0% |
| 1Y | +144.9% | -35.3% | +180.3% | +169.8% |
| 3Y | -26.0% | -47.7% | +21.7% | -14.1% |
| 5Y | -48.5% | -68.9% | +20.4% | -21.7% |
| All | -48.5% | -69.5% | +21.0% | -21.7% |
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