+396.8%
TPR vs BBWI
-25.1%
+421.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.3% |
| 7D | -1.1% | -4.5% | +3.4% | +0.2% |
| 30D | +15.1% | +17.1% | -2.0% | +9.4% |
| 3M | -13.4% | +17.5% | -30.9% | -18.5% |
| 6M | +1.4% | +12.8% | -11.5% | -4.4% |
| YTD | +4.8% | +8.2% | -3.4% | -1.4% |
| 1Y | +29.2% | -1.8% | +31.0% | +23.8% |
| All | +396.8% | -25.1% | +421.9% | +406.2% |
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