+12.4%
AA vs TW
+20.0%
-7.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -0.6% | -0.5% | -0.1% | -0.6% |
| 30D | -1.6% | -0.6% | -0.9% | -1.6% |
| 3M | -29.8% | +3.4% | -33.2% | -31.2% |
| 6M | -16.6% | -18.4% | +1.8% | -12.0% |
| YTD | -4.0% | -3.9% | -0.1% | -5.1% |
| 1Y | +63.5% | -13.3% | +76.8% | +68.2% |
| 3Y | +86.8% | +20.8% | +65.9% | +56.3% |
| 5Y | +12.4% | +20.3% | -7.9% | -8.2% |
| All | +12.4% | +20.0% | -7.7% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling