+96.8%
A vs TW
+221.1%
-124.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -1.9% | -2.3% | +0.4% | -1.4% |
| 30D | +6.9% | +3.9% | +3.0% | +5.7% |
| 3M | +9.2% | +5.7% | +3.5% | +6.9% |
| 6M | +25.7% | -14.5% | +40.2% | +30.2% |
| YTD | +11.5% | -0.9% | +12.4% | +10.1% |
| 1Y | +18.4% | -13.5% | +31.9% | +21.6% |
| 3Y | +26.6% | +25.0% | +1.6% | +11.8% |
| 5Y | -12.8% | +22.7% | -35.5% | -24.4% |
| All | +96.8% | +221.1% | -124.3% | +29.3% |
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 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