+224.9%
AG vs TW
+221.1%
+3.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | +1.0% | -2.3% | +3.3% | +1.7% |
| 30D | +19.2% | +3.9% | +15.2% | +17.5% |
| 3M | +6.2% | +5.7% | +0.5% | +2.9% |
| 6M | -26.7% | -14.5% | -12.2% | -23.9% |
| YTD | +26.1% | -0.9% | +27.0% | +23.0% |
| 1Y | +131.7% | -13.5% | +145.2% | +138.0% |
| 3Y | +255.3% | +25.0% | +230.4% | +215.1% |
| 5Y | +61.9% | +22.7% | +39.3% | +40.2% |
| All | +224.9% | +221.1% | +3.8% | +118.0% |
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