+318.5%
TPR vs BWA
+150.8%
+167.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.6% |
| 7D | -2.3% | +5.7% | -8.0% | -5.4% |
| 30D | -23.0% | +1.4% | -24.4% | -23.9% |
| 3M | -12.5% | -12.1% | -0.4% | -6.8% |
| 6M | -21.4% | +28.6% | -50.0% | -33.7% |
| YTD | -3.5% | +51.1% | -54.6% | -28.5% |
| 1Y | +17.4% | +55.9% | -38.5% | -15.3% |
| 3Y | +291.3% | +70.1% | +221.1% | +155.2% |
| 5Y | +241.9% | +90.7% | +151.2% | +102.3% |
| All | +318.5% | +150.8% | +167.7% | +95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling