+123.0%
TT vs BWA
+75.7%
+47.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -1.9% | +0.1% |
| 7D | 0.0% | +5.7% | -5.7% | -1.5% |
| 30D | -7.2% | +1.4% | -8.6% | -7.6% |
| 3M | -3.0% | -12.1% | +9.1% | +0.1% |
| 6M | +1.4% | +28.6% | -27.2% | -5.7% |
| YTD | +15.9% | +51.1% | -35.2% | +2.2% |
| 1Y | +9.4% | +55.9% | -46.4% | -4.6% |
| All | +123.0% | +75.7% | +47.3% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling