-63.6%
BAX vs TW
+221.1%
-284.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -1.1% | -2.3% | +1.2% | -0.9% |
| 30D | -5.5% | +3.9% | -9.4% | -5.9% |
| 3M | +33.5% | +5.7% | +27.8% | +32.1% |
| 6M | +35.9% | -14.5% | +50.4% | +38.4% |
| YTD | +35.4% | -0.9% | +36.2% | +34.3% |
| 1Y | +9.8% | -13.5% | +23.3% | +11.2% |
| 3Y | -32.7% | +25.0% | -57.7% | -35.4% |
| 5Y | -65.6% | +22.7% | -88.2% | -67.2% |
| All | -63.6% | +221.1% | -284.7% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling