+1,505.5%
TFC vs BWA
+2,583.4%
-1,077.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.7% |
| 7D | +1.7% | -2.4% | +4.2% | +2.6% |
| 30D | +9.0% | -17.7% | +26.7% | +17.8% |
| 3M | -2.1% | -27.0% | +24.9% | +10.7% |
| 6M | +3.4% | -17.3% | +20.7% | +9.5% |
| YTD | +5.3% | +12.9% | -7.6% | -4.7% |
| 1Y | +16.2% | +12.9% | +3.3% | +4.9% |
| 3Y | +94.8% | +62.1% | +32.7% | +47.9% |
| 5Y | -0.7% | +30.7% | -31.4% | -18.7% |
| 10Y | +80.9% | +89.2% | -8.3% | +21.5% |
| All | +1,505.5% | +2,583.4% | -1,077.8% | +370.9% |
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