+19.6%
TMO vs BBWI
-45.3%
+64.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | +0.2% |
| 7D | -0.6% | -4.8% | +4.2% | 0.0% |
| 30D | +1.1% | +3.5% | -2.4% | +0.4% |
| 3M | +28.3% | -0.3% | +28.6% | +27.5% |
| 6M | +23.3% | -5.4% | +28.6% | +22.8% |
| YTD | +5.5% | -4.7% | +10.2% | +4.4% |
| 1Y | +24.5% | -30.5% | +55.0% | +29.3% |
| 3Y | +19.6% | -44.3% | +63.9% | +17.8% |
| All | +19.6% | -45.3% | +64.9% | +17.8% |
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 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