+73.4%
AA vs TW
+206.7%
-133.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -3.4% | -4.5% | +1.1% | -2.0% |
| 30D | -5.8% | -2.3% | -3.5% | -5.3% |
| 3M | -29.9% | +2.6% | -32.5% | -31.3% |
| 6M | -27.0% | -17.5% | -9.5% | -23.2% |
| YTD | -8.7% | -5.3% | -3.4% | -9.5% |
| 1Y | +50.6% | -14.8% | +65.4% | +55.5% |
| 3Y | +74.1% | +18.8% | +55.2% | +50.2% |
| 5Y | +2.6% | +20.7% | -18.1% | -15.3% |
| All | +73.4% | +206.7% | -133.3% | +2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling