+513.1%
TRI vs BWA
+1,173.5%
-660.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.5% |
| 7D | -8.4% | +0.1% | -8.5% | -8.4% |
| 30D | -6.5% | -5.6% | -0.9% | -5.5% |
| 3M | +18.6% | -10.7% | +29.3% | +20.6% |
| 6M | -10.4% | +23.2% | -33.6% | -16.8% |
| YTD | -23.7% | +46.0% | -69.7% | -33.0% |
| 1Y | -42.5% | +51.2% | -93.6% | -50.0% |
| 3Y | -19.3% | +69.6% | -88.8% | -33.7% |
| 5Y | -9.7% | +86.6% | -96.2% | -29.7% |
| 10Y | +194.4% | +152.3% | +42.1% | +91.5% |
| All | +513.1% | +1,173.5% | -660.5% | +90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling