+157.1%
BAC vs TW
+209.8%
-52.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.3% | -2.7% | +2.5% | +0.4% |
| 30D | -1.8% | -1.7% | 0.0% | -1.4% |
| 3M | +15.3% | +1.6% | +13.7% | +14.1% |
| 6M | +30.2% | -17.7% | +47.9% | +35.8% |
| YTD | +15.6% | -4.3% | +19.9% | +15.3% |
| 1Y | +27.5% | -13.1% | +40.6% | +30.4% |
| 3Y | +137.0% | +20.3% | +116.7% | +117.3% |
| 5Y | +75.6% | +22.0% | +53.6% | +56.3% |
| All | +157.1% | +209.8% | -52.7% | +70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling