+274.9%
ADI vs TW
+211.4%
+63.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.2% |
| 7D | +2.4% | -3.5% | +5.9% | +3.6% |
| 30D | -6.6% | +0.5% | -7.1% | -6.8% |
| 3M | -9.8% | +4.9% | -14.7% | -12.4% |
| 6M | +15.7% | -17.1% | +32.8% | +21.7% |
| YTD | +35.1% | -3.9% | +39.0% | +33.7% |
| 1Y | +47.7% | -13.3% | +60.9% | +51.7% |
| 3Y | +114.5% | +20.9% | +93.5% | +87.7% |
| 5Y | +141.2% | +20.5% | +120.7% | +105.7% |
| All | +274.9% | +211.4% | +63.5% | +129.5% |
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