+15.0%
A vs TW
+19.3%
-4.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.2% |
| 7D | +0.7% | +3.2% | -2.5% | +1.0% |
| 30D | +0.8% | +19.7% | -18.9% | +2.4% |
| 3M | +16.9% | +26.8% | -10.0% | +19.4% |
| 6M | +53.8% | +20.9% | +32.9% | +56.8% |
| YTD | +28.1% | +22.9% | +5.2% | +30.8% |
| 1Y | +15.0% | +20.4% | -5.3% | +18.0% |
| All | +15.0% | +19.3% | -4.3% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling