+9.2%
TT vs BWA
+59.1%
-49.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.1% | -0.2% |
| 7D | -0.2% | +5.7% | -5.9% | -1.8% |
| 30D | -7.4% | +1.4% | -8.8% | -7.9% |
| 3M | -3.2% | -12.1% | +8.9% | 0.0% |
| 6M | +1.1% | +28.6% | -27.4% | -6.0% |
| YTD | +15.6% | +51.1% | -35.5% | -0.1% |
| 1Y | +9.2% | +55.9% | -46.7% | -7.6% |
| All | +9.2% | +59.1% | -49.9% | -7.6% |
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