-29.6%
BR vs TW
-15.9%
-13.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.6% |
| 7D | -5.3% | -2.3% | -3.0% | -4.6% |
| 30D | +6.4% | +3.9% | +2.5% | +5.1% |
| 3M | +13.6% | +5.7% | +7.9% | +11.3% |
| 6M | -6.7% | -14.5% | +7.8% | -2.4% |
| YTD | -21.1% | -0.9% | -20.2% | -21.2% |
| 1Y | -29.6% | -13.5% | -16.1% | -26.6% |
| All | -29.6% | -15.9% | -13.7% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling