-99.8%
BIYA vs TW
-27.2%
-72.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.5% |
| 7D | -1.3% | -2.7% | +1.4% | +2.5% |
| 30D | -15.9% | -1.7% | -14.2% | -14.3% |
| 3M | -81.2% | +1.6% | -82.8% | -80.8% |
| 6M | -88.2% | -17.7% | -70.5% | -87.0% |
| YTD | -94.1% | -4.3% | -89.8% | -93.9% |
| 1Y | -98.7% | -13.1% | -85.5% | -98.6% |
| All | -99.8% | -27.2% | -72.6% | -99.7% |
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