+379.1%
TPR vs BBWI
-43.7%
+422.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.2% | +0.3% |
| 7D | +14.2% | -6.2% | +20.4% | +16.9% |
| 30D | +17.1% | +19.9% | -2.8% | +7.9% |
| 3M | -17.7% | +7.1% | -24.9% | -21.6% |
| 6M | -10.2% | +13.7% | -23.8% | -17.9% |
| YTD | +4.9% | +9.6% | -4.7% | -4.9% |
| 1Y | +36.1% | -1.6% | +37.8% | +26.1% |
| 3Y | +416.5% | -25.9% | +442.3% | +406.4% |
| 5Y | +254.8% | -67.8% | +322.6% | +380.7% |
| All | +379.1% | -43.7% | +422.9% | +248.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling