+127.9%
TT vs BWA
+26.5%
+101.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +1.5% |
| 7D | -2.0% | -5.5% | +3.5% | -0.2% |
| 30D | -14.0% | -21.7% | +7.7% | -6.9% |
| 3M | -15.9% | -25.6% | +9.8% | -7.6% |
| 6M | -17.3% | -17.4% | +0.1% | -12.6% |
| YTD | +4.0% | +9.2% | -5.2% | -1.0% |
| 1Y | -7.1% | +9.7% | -16.9% | -11.8% |
| 3Y | +90.2% | +54.6% | +35.6% | +55.8% |
| All | +127.9% | +26.5% | +101.4% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling