+132.4%
A vs TW
+291.9%
-159.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.5% |
| 7D | +1.4% | +3.1% | -1.7% | +0.6% |
| 30D | +4.3% | +16.7% | -12.4% | +0.1% |
| 3M | +19.8% | +25.2% | -5.4% | +12.6% |
| 6M | +54.4% | +19.5% | +34.9% | +46.1% |
| YTD | +31.7% | +21.0% | +10.7% | +23.2% |
| 1Y | +22.4% | +19.0% | +3.5% | +15.0% |
| 3Y | +67.7% | +40.7% | +27.0% | +44.5% |
| 5Y | +15.7% | +40.1% | -24.4% | -2.7% |
| All | +132.4% | +291.9% | -159.6% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling