+172.6%
BHP vs TW
+206.7%
-34.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -3.6% | -4.5% | +0.9% | -2.5% |
| 30D | -1.2% | -2.3% | +1.1% | -0.7% |
| 3M | +1.2% | +2.6% | -1.4% | -0.2% |
| 6M | +21.4% | -17.5% | +39.0% | +26.7% |
| YTD | +50.4% | -5.3% | +55.7% | +49.8% |
| 1Y | +67.5% | -14.8% | +82.3% | +72.1% |
| 3Y | +72.8% | +18.8% | +54.0% | +55.1% |
| 5Y | +112.6% | +20.7% | +91.9% | +84.5% |
| All | +172.6% | +206.7% | -34.1% | +74.6% |
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 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