+23.6%
TDY vs BWA
+17.4%
+6.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.5% | -2.2% | -4.2% |
| 7D | -5.0% | -9.9% | +4.8% | -2.9% |
| 30D | +2.0% | -16.4% | +18.4% | +5.9% |
| 3M | -7.7% | -19.8% | +12.1% | -3.4% |
| 6M | -0.9% | -10.0% | +9.1% | +1.8% |
| YTD | +23.7% | +12.7% | +11.0% | +13.7% |
| 1Y | +23.6% | +15.7% | +8.0% | +12.5% |
| All | +23.6% | +17.4% | +6.3% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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