+43.2%
AA vs TW
+301.3%
-258.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +0.5% | +3.9% | -3.4% | -0.7% |
| 30D | -0.6% | +19.9% | -20.5% | -6.3% |
| 3M | -19.7% | +25.9% | -45.6% | -25.7% |
| 6M | -41.6% | +21.1% | -62.7% | -45.9% |
| YTD | -24.6% | +23.9% | -48.5% | -31.7% |
| 1Y | +4.9% | +21.2% | -16.4% | -4.1% |
| 3Y | +66.8% | +44.8% | +22.0% | +36.2% |
| 5Y | -19.4% | +41.4% | -60.8% | -36.3% |
| All | +43.2% | +301.3% | -258.2% | -22.9% |
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 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