+4,135.1%
TMO vs BWA
+3,394.0%
+741.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | -0.3% | -5.5% | +5.2% | +1.1% |
| 3M | +25.3% | -7.6% | +32.9% | +27.4% |
| 6M | +20.9% | +25.0% | -4.1% | +11.9% |
| YTD | +4.3% | +47.0% | -42.6% | -9.1% |
| 1Y | +27.0% | +54.0% | -27.0% | +9.0% |
| 3Y | +17.5% | +70.7% | -53.2% | -4.1% |
| 5Y | +6.9% | +86.7% | -79.7% | -17.1% |
| 10Y | +332.0% | +154.0% | +178.0% | +179.3% |
| All | +4,135.1% | +3,394.0% | +741.1% | +1,173.5% |
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 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