+49.7%
BAH vs TW
+209.8%
-160.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +4.9% |
| 7D | +2.4% | -2.7% | +5.2% | +3.0% |
| 30D | -2.9% | -1.7% | -1.2% | -2.7% |
| 3M | -1.3% | +1.6% | -2.9% | -1.9% |
| 6M | -0.9% | -17.7% | +16.8% | +2.6% |
| YTD | -8.2% | -4.3% | -3.9% | -7.8% |
| 1Y | -24.0% | -13.1% | -10.9% | -22.3% |
| 3Y | -28.1% | +20.3% | -48.4% | -32.6% |
| 5Y | +2.5% | +22.0% | -19.4% | -5.7% |
| All | +49.7% | +209.8% | -160.1% | +16.3% |
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