+86.7%
A vs TW
+209.8%
-123.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | -4.6% | -2.7% | -1.8% | -3.9% |
| 30D | -4.3% | -1.7% | -2.5% | -3.9% |
| 3M | +8.9% | +1.6% | +7.3% | +7.8% |
| 6M | +24.5% | -17.7% | +42.2% | +30.3% |
| YTD | +5.8% | -4.3% | +10.2% | +5.4% |
| 1Y | +16.2% | -13.1% | +29.3% | +19.0% |
| 3Y | +28.5% | +20.3% | +8.2% | +14.6% |
| 5Y | -16.3% | +22.0% | -38.3% | -27.4% |
| All | +86.7% | +209.8% | -123.1% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling