+33.2%
BN vs TW
+20.0%
+13.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.9% |
| 7D | -3.0% | -0.5% | -2.5% | -2.8% |
| 30D | -13.0% | -0.6% | -12.4% | -12.9% |
| 3M | -15.2% | +3.4% | -18.6% | -16.9% |
| 6M | -5.9% | -18.4% | +12.5% | +0.6% |
| YTD | -15.8% | -3.9% | -11.9% | -16.3% |
| 1Y | -12.2% | -13.3% | +1.1% | -9.0% |
| 3Y | +72.2% | +20.8% | +51.4% | +48.5% |
| 5Y | +33.2% | +20.3% | +12.9% | +13.3% |
| All | +33.2% | +20.0% | +13.2% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling