+52.1%
TEL vs BBWI
-69.0%
+121.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | +1.3% |
| 7D | +1.2% | -4.4% | +5.6% | +2.2% |
| 30D | -4.1% | -7.4% | +3.3% | -2.9% |
| 3M | -2.6% | -2.2% | -0.3% | -3.1% |
| 6M | 0.0% | -16.3% | +16.3% | +2.3% |
| YTD | -9.1% | -9.1% | +0.1% | -9.2% |
| 1Y | -0.8% | -34.5% | +33.7% | +5.9% |
| 3Y | +67.4% | -47.0% | +114.3% | +78.2% |
| All | +52.1% | -69.0% | +121.2% | +87.5% |
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 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