-45.1%
BA vs TW
+221.1%
-266.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +1.2% | -2.3% | +3.5% | +1.9% |
| 30D | -11.6% | +3.9% | -15.6% | -12.8% |
| 3M | -2.4% | +5.7% | -8.1% | -4.9% |
| 6M | -6.6% | -14.5% | +7.9% | -2.8% |
| YTD | -2.2% | -0.9% | -1.4% | -3.9% |
| 1Y | -8.0% | -13.5% | +5.5% | -5.3% |
| 3Y | -5.0% | +25.0% | -30.0% | -16.8% |
| 5Y | -2.7% | +22.7% | -25.4% | -16.3% |
| All | -45.1% | +221.1% | -266.2% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling