-45.5%
BA vs TW
+211.4%
-256.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.2% |
| 7D | +2.5% | -3.5% | +5.9% | +3.6% |
| 30D | -10.1% | +0.5% | -10.6% | -10.4% |
| 3M | -2.4% | +4.9% | -7.3% | -4.8% |
| 6M | -8.8% | -17.1% | +8.3% | -4.2% |
| YTD | -2.9% | -3.9% | +0.9% | -3.7% |
| 1Y | -8.8% | -13.3% | +4.5% | -6.3% |
| 3Y | -0.3% | +20.9% | -21.2% | -11.7% |
| 5Y | -0.3% | +20.5% | -20.8% | -13.8% |
| All | -45.5% | +211.4% | -256.9% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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