-55.2%
BA vs TW
+291.9%
-347.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | 0.0% | +3.1% | -3.1% | -0.9% |
| 30D | -8.9% | +16.7% | -25.6% | -13.2% |
| 3M | -25.5% | +25.2% | -50.7% | -30.7% |
| 6M | -27.0% | +19.5% | -46.4% | -31.6% |
| YTD | -20.1% | +21.0% | -41.1% | -26.3% |
| 1Y | -11.0% | +19.0% | -30.0% | -17.4% |
| 3Y | -11.8% | +40.7% | -52.5% | -25.0% |
| 5Y | -20.6% | +40.1% | -60.8% | -34.3% |
| All | -55.2% | +291.9% | -347.1% | -72.3% |
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