+146.0%
TT vs BWA
+91.4%
+54.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -1.9% | 0.0% |
| 7D | 0.0% | +5.7% | -5.7% | -1.8% |
| 30D | -7.2% | +1.4% | -8.6% | -7.7% |
| 3M | -3.0% | -12.1% | +9.1% | +0.7% |
| 6M | +1.4% | +28.6% | -27.2% | -7.0% |
| YTD | +15.9% | +51.1% | -35.2% | -0.3% |
| 1Y | +9.4% | +55.9% | -46.4% | -7.1% |
| 3Y | +124.4% | +70.1% | +54.2% | +80.9% |
| All | +146.0% | +91.4% | +54.7% | +76.3% |
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 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