-80.5%
TE vs BWA
+52.7%
-133.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -19.1% | +4.3% | -23.3% | -20.7% |
| 30D | -34.1% | -13.0% | -21.1% | -29.6% |
| 3M | -60.1% | -24.8% | -35.3% | -54.4% |
| 6M | -66.0% | -23.5% | -42.4% | -60.7% |
| YTD | -71.4% | +13.8% | -85.3% | -73.1% |
| 1Y | -45.3% | +13.4% | -58.7% | -48.5% |
| 3Y | +9.1% | +62.8% | -53.6% | -11.8% |
| 5Y | -82.6% | +28.5% | -111.1% | -85.6% |
| All | -80.5% | +52.7% | -133.3% | -84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling