+78.4%
BR vs TW
+206.7%
-128.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -3.0% | -4.5% | +1.5% | -1.6% |
| 30D | -0.3% | -2.3% | +2.0% | +0.4% |
| 3M | +17.3% | +2.6% | +14.7% | +16.0% |
| 6M | -6.7% | -17.5% | +10.8% | -1.6% |
| YTD | -23.4% | -5.3% | -18.1% | -22.7% |
| 1Y | -32.7% | -14.8% | -17.9% | -30.0% |
| 3Y | -5.9% | +18.8% | -24.7% | -12.6% |
| 5Y | +8.4% | +20.7% | -12.3% | -1.9% |
| All | +78.4% | +206.7% | -128.3% | +32.2% |
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