-66.9%
BAX vs TW
+22.4%
-89.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.7% | -3.5% |
| 7D | -2.4% | -3.5% | +1.0% | -2.1% |
| 30D | -9.7% | +0.5% | -10.2% | -9.8% |
| 3M | +29.3% | +4.9% | +24.3% | +28.2% |
| 6M | +40.7% | -17.1% | +57.8% | +43.7% |
| YTD | +30.3% | -3.9% | +34.1% | +29.7% |
| 1Y | +3.4% | -13.3% | +16.6% | +4.4% |
| 3Y | -32.0% | +20.9% | -52.9% | -33.0% |
| 5Y | -66.9% | +20.5% | -87.4% | -67.4% |
| All | -66.9% | +22.4% | -89.3% | -67.4% |
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