+18.0%
TPR vs BWA
+56.0%
-38.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.7% |
| 7D | -2.3% | +5.7% | -8.0% | -3.6% |
| 30D | -23.0% | +1.4% | -24.4% | -23.3% |
| 3M | -12.5% | -12.1% | -0.4% | -9.9% |
| 6M | -21.4% | +28.6% | -50.0% | -26.9% |
| YTD | -3.5% | +51.1% | -54.6% | -16.3% |
| All | +18.0% | +56.0% | -38.0% | +1.1% |
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