-98.2%
BIYA vs TW
-15.9%
-82.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -3.3% |
| 7D | +1.3% | -2.3% | +3.7% | +5.9% |
| 30D | -21.0% | +3.9% | -24.9% | -27.5% |
| 3M | -74.3% | +5.7% | -80.0% | -75.9% |
| 6M | -84.6% | -14.5% | -70.1% | -84.7% |
| YTD | -94.2% | -0.9% | -93.3% | -94.4% |
| 1Y | -98.2% | -13.5% | -84.7% | -98.4% |
| All | -98.2% | -15.9% | -82.3% | -98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling