+8.2%
TT vs BWA
+53.0%
-44.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.1% |
| 7D | +1.6% | +4.3% | -2.7% | +0.3% |
| 30D | -7.3% | -2.9% | -4.4% | -6.6% |
| 3M | -2.6% | -12.4% | +9.8% | +0.8% |
| 6M | +5.9% | +28.6% | -22.7% | -1.4% |
| YTD | +15.4% | +48.2% | -32.8% | +0.3% |
| 1Y | +8.2% | +50.9% | -42.7% | -7.5% |
| All | +8.2% | +53.0% | -44.8% | -7.5% |
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 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