+79.5%
AA vs TW
+221.1%
-141.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.4% |
| 7D | -0.7% | -2.3% | +1.6% | 0.0% |
| 30D | +5.0% | +3.9% | +1.1% | +3.5% |
| 3M | -35.8% | +5.7% | -41.5% | -37.8% |
| 6M | -18.4% | -14.5% | -3.9% | -15.0% |
| YTD | -5.5% | -0.9% | -4.6% | -7.7% |
| 1Y | +61.0% | -13.5% | +74.5% | +65.8% |
| 3Y | +66.2% | +25.0% | +41.2% | +41.1% |
| 5Y | +11.4% | +22.7% | -11.3% | -8.3% |
| All | +79.5% | +221.1% | -141.6% | +4.2% |
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 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