+75.6%
BN vs TW
+21.9%
+53.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -1.9% |
| 7D | -1.2% | -3.5% | +2.3% | -0.4% |
| 30D | -10.9% | +0.5% | -11.4% | -11.0% |
| 3M | -11.1% | +4.9% | -16.0% | -12.6% |
| 6M | -4.4% | -17.1% | +12.7% | +0.1% |
| YTD | -14.1% | -3.9% | -10.3% | -14.6% |
| 1Y | -11.1% | -13.3% | +2.2% | -8.4% |
| 3Y | +75.6% | +20.9% | +54.6% | +62.7% |
| All | +75.6% | +21.9% | +53.7% | +62.7% |
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 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