-63.1%
BAX vs TW
+37.6%
-100.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | +9.0% | +3.4% | +5.6% | +8.7% |
| 30D | +8.5% | +15.5% | -7.0% | +7.1% |
| 3M | -4.1% | +25.1% | -29.2% | -6.0% |
| 6M | +46.9% | +18.2% | +28.8% | +44.6% |
| YTD | +38.4% | +19.7% | +18.7% | +35.1% |
| 1Y | +47.0% | +18.1% | +28.9% | +43.7% |
| 3Y | -14.9% | +40.5% | -55.5% | -17.0% |
| All | -63.1% | +37.6% | -100.7% | -63.5% |
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