-38.4%
TRI vs BWA
+59.1%
-97.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.2% | -4.6% |
| 7D | -0.5% | +5.7% | -6.2% | +1.1% |
| 30D | +7.9% | +1.4% | +6.5% | +8.6% |
| 3M | +24.1% | -12.1% | +36.1% | +23.4% |
| 6M | +3.8% | +28.6% | -24.7% | +6.8% |
| YTD | -16.9% | +51.1% | -67.9% | -18.5% |
| 1Y | -38.4% | +55.9% | -94.3% | -41.1% |
| All | -38.4% | +59.1% | -97.5% | -41.1% |
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