+72.9%
BAC vs TW
+22.4%
+50.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.6% | +0.1% |
| 7D | +1.2% | -3.5% | +4.6% | +1.8% |
| 30D | -0.7% | +0.5% | -1.2% | -0.9% |
| 3M | +16.9% | +4.9% | +12.0% | +15.2% |
| 6M | +29.6% | -17.1% | +46.7% | +34.3% |
| YTD | +15.3% | -3.9% | +19.1% | +15.0% |
| 1Y | +28.8% | -13.3% | +42.1% | +31.7% |
| 3Y | +136.4% | +20.9% | +115.5% | +119.3% |
| 5Y | +72.9% | +20.5% | +52.4% | +50.1% |
| All | +72.9% | +22.4% | +50.5% | +50.1% |
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