-55.1%
BA vs TW
+286.2%
-341.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.1% | +4.2% | -3.2% | -0.2% |
| 30D | -7.9% | +18.9% | -26.9% | -12.7% |
| 3M | -25.3% | +23.8% | -49.1% | -30.3% |
| 6M | -24.6% | +17.0% | -41.6% | -28.9% |
| YTD | -20.1% | +19.2% | -39.4% | -26.0% |
| 1Y | -11.8% | +20.1% | -31.9% | -18.5% |
| 3Y | -10.1% | +40.5% | -50.6% | -23.6% |
| 5Y | -22.7% | +38.0% | -60.8% | -35.7% |
| All | -55.1% | +286.2% | -341.3% | -72.2% |
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