+107.6%
BAC vs TW
+298.0%
-190.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +1.5% | +3.2% | -1.7% | +0.7% |
| 30D | -6.4% | +19.7% | -26.1% | -10.5% |
| 3M | -21.7% | +26.8% | -48.5% | -26.3% |
| 6M | +0.5% | +20.9% | -20.4% | -4.8% |
| YTD | -6.7% | +22.9% | -29.6% | -12.6% |
| 1Y | -4.7% | +20.4% | -25.0% | -10.2% |
| 3Y | +96.1% | +42.9% | +53.2% | +72.9% |
| 5Y | +21.7% | +40.2% | -18.5% | +5.4% |
| All | +107.6% | +298.0% | -190.5% | +29.2% |
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 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