-4.4%
BB vs TW
+301.3%
-305.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | +1.8% | +3.9% | -2.1% | +0.8% |
| 30D | +8.1% | +19.9% | -11.8% | +3.1% |
| 3M | -1.0% | +25.9% | -26.9% | -7.0% |
| 6M | +45.9% | +21.1% | +24.8% | +37.1% |
| YTD | +134.8% | +23.9% | +110.9% | +116.9% |
| 1Y | +104.6% | +21.2% | +83.4% | +90.2% |
| 3Y | +152.8% | +44.8% | +108.1% | +115.5% |
| 5Y | -17.4% | +41.4% | -58.8% | -32.0% |
| All | -4.4% | +301.3% | -305.8% | -36.2% |
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