+25.8%
TMO vs BWA
+59.1%
-33.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.5% | -0.9% |
| 7D | -1.4% | +5.7% | -7.0% | -1.6% |
| 30D | +6.2% | +1.4% | +4.8% | +6.1% |
| 3M | +27.5% | -12.1% | +39.5% | +28.4% |
| 6M | +20.0% | +28.6% | -8.6% | +16.4% |
| YTD | +6.1% | +51.1% | -45.0% | -3.8% |
| 1Y | +25.8% | +55.9% | -30.0% | +12.8% |
| All | +25.8% | +59.1% | -33.2% | +12.8% |
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