+750.6%
TT vs BWA
+101.5%
+649.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.4% | -0.7% | +2.7% |
| 7D | +1.7% | -0.6% | +2.3% | +2.0% |
| 30D | -11.8% | -16.1% | +4.3% | -6.0% |
| 3M | -12.6% | -24.6% | +12.0% | -3.5% |
| 6M | -9.4% | -15.7% | +6.3% | -4.4% |
| YTD | +8.8% | +15.1% | -6.3% | +1.0% |
| 1Y | -2.5% | +15.9% | -18.4% | -9.9% |
| 3Y | +95.7% | +67.1% | +28.6% | +53.0% |
| 5Y | +135.7% | +34.7% | +101.0% | +93.7% |
| 10Y | +750.6% | +99.5% | +651.1% | +461.6% |
| All | +750.6% | +101.5% | +649.1% | +461.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling