-11.0%
BA vs TW
+19.2%
-30.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.6% |
| 7D | 0.0% | +3.1% | -3.1% | +0.2% |
| 30D | -8.9% | +16.7% | -25.6% | -8.0% |
| 3M | -25.5% | +25.2% | -50.7% | -24.2% |
| 6M | -27.0% | +19.5% | -46.4% | -26.2% |
| YTD | -20.1% | +21.0% | -41.1% | -19.3% |
| 1Y | -11.0% | +19.0% | -30.0% | -10.5% |
| All | -11.0% | +19.2% | -30.2% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling