+126.0%
A vs TW
+298.0%
-172.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | +0.7% | +3.2% | -2.5% | -0.1% |
| 30D | +0.8% | +19.7% | -18.9% | -3.9% |
| 3M | +16.9% | +26.8% | -10.0% | +9.5% |
| 6M | +53.8% | +20.9% | +32.9% | +45.1% |
| YTD | +28.1% | +22.9% | +5.2% | +19.3% |
| 1Y | +15.0% | +20.4% | -5.3% | +7.8% |
| 3Y | +63.1% | +42.9% | +20.2% | +40.0% |
| 5Y | +11.5% | +40.2% | -28.8% | -6.3% |
| All | +126.0% | +298.0% | -172.0% | +40.1% |
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