+132.3%
TT vs BWA
+27.4%
+104.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +4.0% | +4.3% | -0.2% | +2.6% |
| 30D | -11.3% | -13.0% | +1.7% | -7.2% |
| 3M | -12.3% | -24.8% | +12.5% | -4.0% |
| 6M | -10.8% | -23.5% | +12.7% | -3.4% |
| YTD | +8.2% | +13.8% | -5.7% | +1.6% |
| 1Y | +1.5% | +13.4% | -12.0% | -4.7% |
| 3Y | +91.5% | +62.8% | +28.7% | +54.2% |
| All | +132.3% | +27.4% | +104.9% | +89.5% |
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 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