-21.4%
TPR vs BBWI
-15.2%
-6.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.5% |
| 7D | -2.3% | +1.5% | -3.8% | -2.6% |
| 30D | -23.0% | -5.2% | -17.8% | -22.3% |
| 3M | -12.5% | +11.1% | -23.6% | -14.6% |
| 6M | -21.4% | -13.4% | -8.1% | -21.2% |
| All | -21.4% | -15.2% | -6.2% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling