-19.0%
BB vs TW
+209.8%
-228.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.6% |
| 7D | -2.1% | -2.7% | +0.6% | -1.4% |
| 30D | -16.0% | -1.7% | -14.3% | -15.7% |
| 3M | -14.5% | +1.6% | -16.1% | -15.9% |
| 6M | +118.6% | -17.7% | +136.2% | +128.5% |
| YTD | +98.9% | -4.3% | +103.3% | +97.0% |
| 1Y | +99.5% | -13.1% | +112.6% | +103.3% |
| 3Y | +65.4% | +20.3% | +45.1% | +46.7% |
| 5Y | -27.6% | +22.0% | -49.6% | -37.8% |
| All | -19.0% | +209.8% | -228.8% | -42.0% |
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