+82.9%
BHP vs TW
+20.8%
+62.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | +4.0% | -0.6% | +4.6% | +4.0% |
| 3M | +11.3% | +3.4% | +7.8% | +10.7% |
| 6M | +29.3% | -18.4% | +47.8% | +31.7% |
| YTD | +59.2% | -3.9% | +63.1% | +58.7% |
| 1Y | +80.8% | -13.3% | +94.2% | +83.4% |
| All | +82.9% | +20.8% | +62.1% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling