-65.9%
BAX vs TW
+209.8%
-275.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -5.4% | -2.7% | -2.7% | -5.1% |
| 30D | -12.4% | -1.7% | -10.6% | -12.2% |
| 3M | +19.1% | +1.6% | +17.5% | +18.4% |
| 6M | +38.6% | -17.7% | +56.3% | +41.9% |
| YTD | +26.7% | -4.3% | +31.1% | +26.3% |
| 1Y | +1.0% | -13.1% | +14.1% | +2.2% |
| 3Y | -33.9% | +20.3% | -54.2% | -36.2% |
| 5Y | -67.0% | +22.0% | -89.0% | -68.6% |
| All | -65.9% | +209.8% | -275.7% | -71.4% |
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