+33.1%
TPR vs BBWI
+0.1%
+33.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +15.1% | +12.9% | +2.2% | +12.6% |
| 3M | +3.5% | +16.0% | -12.5% | +0.6% |
| 6M | +0.4% | +16.6% | -16.2% | -2.9% |
| YTD | +4.6% | +9.7% | -5.1% | +2.5% |
| 1Y | +33.1% | +1.5% | +31.6% | +31.0% |
| All | +33.1% | +0.1% | +33.0% | +31.0% |
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