+10,274.0%
TT vs BWA
+3,492.4%
+6,781.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.1% | -0.6% |
| 7D | -0.2% | +5.7% | -5.9% | -2.6% |
| 30D | -7.4% | +1.4% | -8.8% | -8.2% |
| 3M | -3.2% | -12.1% | +8.9% | +1.7% |
| 6M | +1.1% | +28.6% | -27.4% | -10.5% |
| YTD | +15.6% | +51.1% | -35.5% | -6.1% |
| 1Y | +9.2% | +55.9% | -46.7% | -12.9% |
| 3Y | +124.4% | +70.1% | +54.2% | +65.6% |
| 5Y | +138.0% | +90.7% | +47.3% | +60.8% |
| 10Y | +886.4% | +154.0% | +732.4% | +429.7% |
| All | +10,274.0% | +3,492.4% | +6,781.6% | +1,834.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling