+30.9%
A vs TW
+20.8%
+10.1%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -4.4% | -0.5% | -3.9% | -4.3% |
| 30D | -2.7% | -0.6% | -2.1% | -2.7% |
| 3M | +7.0% | +3.4% | +3.6% | +6.8% |
| 6M | +24.6% | -18.4% | +43.1% | +27.0% |
| YTD | +7.0% | -3.9% | +10.9% | +6.9% |
| 1Y | +15.6% | -13.3% | +28.9% | +17.0% |
| All | +30.9% | +20.8% | +10.1% | +25.3% |
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