+62.6%
BBY vs TW
+206.7%
-144.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.4% |
| 7D | +0.6% | -4.5% | +5.1% | +1.8% |
| 30D | +9.4% | -2.3% | +11.7% | +9.9% |
| 3M | +19.3% | +2.6% | +16.7% | +17.7% |
| 6M | +47.9% | -17.5% | +65.5% | +54.9% |
| YTD | +39.6% | -5.3% | +44.9% | +39.4% |
| 1Y | +22.2% | -14.8% | +37.0% | +26.0% |
| 3Y | +45.0% | +18.8% | +26.1% | +28.6% |
| 5Y | +2.6% | +20.7% | -18.2% | -12.0% |
| All | +62.6% | +206.7% | -144.1% | +9.3% |
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