+39.1%
BP vs TW
+20.8%
+18.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | +4.0% | -0.5% | +4.5% | +4.0% |
| 30D | +7.8% | -0.6% | +8.4% | +7.8% |
| 3M | +8.4% | +3.4% | +5.0% | +7.8% |
| 6M | +15.1% | -18.4% | +33.5% | +17.2% |
| YTD | +36.4% | -3.9% | +40.3% | +36.8% |
| 1Y | +40.9% | -13.3% | +54.2% | +43.0% |
| All | +39.1% | +20.8% | +18.2% | +47.9% |
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