-3.8%
BAH vs TW
+22.4%
-26.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.4% |
| 7D | -4.3% | -3.5% | -0.9% | -3.8% |
| 30D | -4.5% | +0.5% | -5.0% | -4.6% |
| 3M | -7.6% | +4.9% | -12.5% | -8.5% |
| 6M | -10.6% | -17.1% | +6.5% | -8.0% |
| YTD | -12.6% | -3.9% | -8.7% | -12.1% |
| 1Y | -27.0% | -13.3% | -13.7% | -25.6% |
| 3Y | -31.5% | +20.9% | -52.4% | -35.4% |
| 5Y | -3.8% | +20.5% | -24.3% | -13.4% |
| All | -3.8% | +22.4% | -26.3% | -13.4% |
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 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