+57.4%
BP vs TW
+206.7%
-149.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +5.2% | -4.5% | +9.7% | +6.3% |
| 30D | +8.7% | -2.3% | +11.0% | +9.2% |
| 3M | +9.3% | +2.6% | +6.7% | +8.1% |
| 6M | +13.6% | -17.5% | +31.1% | +18.0% |
| YTD | +37.7% | -5.3% | +43.0% | +38.0% |
| 1Y | +40.6% | -14.8% | +55.4% | +44.4% |
| 3Y | +40.3% | +18.8% | +21.5% | +29.8% |
| 5Y | +141.4% | +20.7% | +120.7% | +116.9% |
| All | +57.4% | +206.7% | -149.3% | +1.2% |
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