+234.9%
TPR vs BWA
+27.4%
+207.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -0.3% | +4.3% | -4.6% | -2.3% |
| 30D | +15.1% | -13.0% | +28.1% | +22.4% |
| 3M | +3.5% | -24.8% | +28.3% | +17.4% |
| 6M | +0.4% | -23.5% | +24.0% | +11.6% |
| YTD | +4.6% | +13.8% | -9.2% | -9.2% |
| 1Y | +33.1% | +13.4% | +19.7% | +15.5% |
| 3Y | +396.0% | +62.8% | +333.2% | +230.6% |
| All | +234.9% | +27.4% | +207.5% | +146.1% |
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 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