+69.3%
A vs TW
+40.7%
+28.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.3% |
| 7D | +1.4% | +3.1% | -1.7% | +1.3% |
| 30D | +4.3% | +16.7% | -12.4% | +3.7% |
| 3M | +19.8% | +25.2% | -5.4% | +18.7% |
| 6M | +54.4% | +19.5% | +34.9% | +53.5% |
| YTD | +31.7% | +21.0% | +10.7% | +30.4% |
| 1Y | +22.4% | +19.0% | +3.5% | +21.5% |
| All | +69.3% | +40.7% | +28.6% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling