+40.5%
TW vs BUD
+48.5%
-8.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | +3.4% | +1.3% | +2.1% | +3.2% |
| 30D | +15.5% | +10.0% | +5.4% | +13.8% |
| 3M | +25.1% | +1.6% | +23.6% | +24.6% |
| 6M | +18.2% | +6.5% | +11.7% | +16.7% |
| YTD | +19.7% | +34.8% | -15.1% | +12.4% |
| 1Y | +18.1% | +36.5% | -18.3% | +10.5% |
| 3Y | +40.5% | +49.0% | -8.4% | +30.3% |
| All | +40.5% | +48.5% | -8.0% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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