-0.9%
BA vs TW
+23.1%
-24.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +1.2% | -2.3% | +3.5% | +1.8% |
| 30D | -11.6% | +3.9% | -15.6% | -12.6% |
| 3M | -2.4% | +5.7% | -8.1% | -4.6% |
| 6M | -6.6% | -14.5% | +7.9% | -2.9% |
| YTD | -2.2% | -0.9% | -1.4% | -3.8% |
| 1Y | -8.0% | -13.5% | +5.5% | -5.1% |
| 3Y | -5.0% | +25.0% | -30.0% | -17.5% |
| All | -0.9% | +23.1% | -24.1% | -15.5% |
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 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