+57.7%
BBY vs TW
+211.2%
-153.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | +6.8% | -0.6% | +7.4% | +6.8% |
| 3M | +18.7% | +3.4% | +15.3% | +16.9% |
| 6M | +37.3% | -18.4% | +55.7% | +44.4% |
| YTD | +35.3% | -3.9% | +39.2% | +34.6% |
| 1Y | +20.7% | -13.3% | +34.0% | +23.9% |
| 3Y | +39.4% | +20.8% | +18.6% | +23.1% |
| 5Y | -1.5% | +20.3% | -21.8% | -15.2% |
| All | +57.7% | +211.2% | -153.6% | +5.6% |
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