-22.5%
TNA vs BWA
+86.5%
-109.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.8% |
| 7D | -7.6% | -0.1% | -7.5% | -7.6% |
| 30D | -13.6% | -5.5% | -8.2% | -8.4% |
| 3M | +2.8% | -7.6% | +10.4% | +10.9% |
| 6M | +34.5% | +25.0% | +9.5% | +1.4% |
| YTD | +41.0% | +47.0% | -5.9% | -21.9% |
| 1Y | +52.0% | +54.0% | -2.0% | -21.2% |
| 3Y | +103.5% | +70.7% | +32.8% | -7.5% |
| 5Y | -22.5% | +86.7% | -109.2% | -69.0% |
| All | -22.5% | +86.5% | -109.0% | -69.0% |
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