-45.4%
TE vs BWA
+89.5%
-134.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -1.9% |
| 7D | +15.0% | +0.1% | +14.9% | +14.8% |
| 30D | -7.5% | -5.6% | -2.0% | -3.9% |
| 3M | -42.0% | -10.7% | -31.3% | -36.9% |
| 6M | -31.4% | +23.2% | -54.6% | -39.0% |
| YTD | -26.5% | +46.0% | -72.5% | -45.6% |
| 1Y | +153.1% | +51.2% | +101.9% | +79.1% |
| 3Y | -20.7% | +69.6% | -90.2% | -50.0% |
| 5Y | -45.4% | +86.6% | -132.0% | -70.2% |
| All | -45.4% | +89.5% | -134.9% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling