-27.8%
BB vs TW
+20.0%
-47.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | +1.8% | -0.5% | +2.4% | +1.9% |
| 30D | -12.2% | -0.6% | -11.6% | -12.1% |
| 3M | -12.3% | +3.4% | -15.7% | -14.4% |
| 6M | +122.7% | -18.4% | +141.2% | +136.8% |
| YTD | +104.5% | -3.9% | +108.4% | +101.6% |
| 1Y | +106.7% | -13.3% | +120.0% | +112.6% |
| 3Y | +70.0% | +20.8% | +49.1% | +38.9% |
| 5Y | -27.8% | +20.3% | -48.1% | -41.1% |
| All | -27.8% | +20.0% | -47.8% | -41.1% |
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