+187.7%
BHP vs TW
+211.4%
-23.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.5% |
| 7D | +1.3% | -3.5% | +4.7% | +2.1% |
| 30D | +4.0% | +0.5% | +3.5% | +3.7% |
| 3M | +12.3% | +4.9% | +7.4% | +10.0% |
| 6M | +30.8% | -17.1% | +47.9% | +36.4% |
| YTD | +58.8% | -3.9% | +62.6% | +57.4% |
| 1Y | +76.8% | -13.3% | +90.1% | +80.8% |
| 3Y | +87.5% | +20.9% | +66.6% | +67.4% |
| 5Y | +123.9% | +20.5% | +103.4% | +94.8% |
| All | +187.7% | +211.4% | -23.7% | +83.6% |
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