-26.4%
BA vs TW
+41.2%
-67.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.2% |
| 7D | -1.1% | +3.9% | -5.0% | -2.1% |
| 30D | -7.1% | +19.9% | -27.1% | -11.4% |
| 3M | -25.5% | +25.9% | -51.5% | -30.0% |
| 6M | -28.7% | +21.1% | -49.9% | -32.7% |
| YTD | -21.0% | +23.9% | -44.9% | -26.7% |
| 1Y | -11.9% | +21.2% | -33.1% | -17.7% |
| 3Y | -16.2% | +44.8% | -60.9% | -28.8% |
| All | -26.4% | +41.2% | -67.6% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling