+15.5%
TFC vs BBWI
-35.2%
+50.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.5% | 0.0% |
| 7D | -1.3% | -4.4% | +3.1% | -0.8% |
| 30D | -2.3% | -7.4% | +5.1% | -1.6% |
| 3M | +2.5% | -2.2% | +4.7% | +2.5% |
| 6M | +9.5% | -16.3% | +25.8% | +10.8% |
| YTD | +5.1% | -9.1% | +14.2% | +6.0% |
| 1Y | +15.5% | -34.5% | +50.0% | +19.8% |
| All | +15.5% | -35.2% | +50.7% | +19.8% |
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